Annual report pursuant to Section 13 and 15(d)

Note 8 - Common Stock Warrant Liabilities (Tables)

v3.24.1
Note 8 - Common Stock Warrant Liabilities (Tables)
12 Months Ended
Dec. 31, 2023
Notes Tables  
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]
   

October 2022

   

January 2023

         
   

Warrants

   

Warrants

   

Total

 

Fair value of warrants outstanding as of December 31, 2021

  $ -     $ —     $ —  

Fair value of warrants at issuance as of October 11, 2022

    8,278       —          

Exercise of warrants

    (89 )     —          

Change in fair value of warrants

    (5,580 )     —          

Fair value of warrants outstanding as of December 31, 2022

    2,609       —       2,609  

Fair value of warrants at issuance as of January 31, 2023

    —       2,235          

Change in fair value of warrants

    (2,183 )     (2,075 )        

Fair value of warrants outstanding as of December 31, 2023

  $ 426     $ 160     $ 586  
Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]
   

December 31,

   

December 31,

 
   

2023

   

2022

 
    (Black-Scholes     (Monte Carlo  
    model)     Simulation)  

Stock price

  $ 0.16     $ 1.16  

Risk-free interest rate

    3.84 %     4.02 %

Expected dividend yield

    —       —  

Expected term in years

    3.78       4.78  

Expected volatility

    148 %     93 %
   

December 31,

   

January 31,

 
   

2023

   

2023

 

Stock price

  $ 0.16     $ 1.38  

Risk-free interest rate

    4.23 %     3.90 %

Expected dividend yield

    —       —  

Expected term in years

    2.10       3.00  

Expected volatility

    175 %     160 %