December 31, 2023
December 31, 2022
Risk free rate
n/a
forward USD overnight index swap (OIS) rates (curve 42)
Volatility
forward implied volatility rates based on volatilities of publicly traded peers
Starting share price
4.63
Expected warrant life (years)
3.7
Private
Public Warrants
Warrants
Total
Balance at January 1, 2022
10,372
11,657
22,029
Fair value adjustment
(2,797)
(6,197)
(8,994)
Balance at December 31, 2022
7,575
5,460
13,035
Balance at January 1, 2023
(6,723)
(5,034)
(11,757)
Balance at December 31, 2023
852
426
1,278
Tabular disclosure of fair value of warrants.
No definition available.
Tabular disclosure of warrant obligations.