Quarterly report pursuant to Section 13 or 15(d)

Note 4 - Fair Value Measurements (Tables)

v3.23.2
Note 4 - Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 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, 2022

  $ 2,609     $     $ 2,609  

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

          2,235       2,235  

Change in fair value of warrants

    1,458       (430 )     1,028  

Fair value of warrants outstanding as of June 30, 2023

  $ 4,067     $ 1,805     $ 5,872  
Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]
   

June 30,

   

December 31,

 
   

2023

   

2022

 
   

(Black-Scholes

   

(Monte Carlo

 
   

model)

   

simulation)

 

Stock price

  $ 1.17     $ 1.16  

Risk-free interest rate

    4.13 %     4.02 %

Expected dividend yield

           

Expected term in years

    4.3       4.8  

Expected volatility

    137 %     93 %
            January 31,  
            2023  
   

June 30,

   

(Initial

 
   

2023

   

measurement)

 

Stock price

  $ 1.17     $ 1.38  

Risk-free interest rate

    4.49 %     3.90 %

Expected dividend yield

           

Expected term in years

    2.6       3.0  

Expected volatility

    162 %     160 %