Quarterly report pursuant to Section 13 or 15(d)

Warrant Liability (Tables)

v3.22.1
Warrant Liability (Tables)
3 Months Ended
Mar. 31, 2022
Warrant Liability  
Schedule Of Warrant Liabilities

 

 

Aug-2020

 

 

Feb-2021

 

 

 

 

Warrant Liability Activity

 

Warrants

 

 

Warrants

 

 

Total

 

 

 

 

 

 

 

 

 

 

 

December 31, 2021

 

 

2,027

 

 

 

4,236

 

 

 

6,263

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 Warrants exercised

 

 

(114 )

 

 

-

 

 

 

(114 )

 Mark to market revaluation loss

 

 

1,117

 

 

 

1,856

 

 

 

2,973

 

 Effects for foreign exchange rate changes

 

 

47

 

 

 

94

 

 

 

141

 

 

 

 

 

 

 

 

 

 

 

 

 

 

March 31, 2022

 

 

3,077

 

 

 

6,186

 

 

 

9,263

 

 

 

Aug-2020

 

 

Feb-2021

 

 

 

 

Warrant Liability Duration

 

Warrants

 

 

Warrants

 

 

Total

 

 

 

 

 

 

 

 

 

 

 

Current portion of warrant liability

 

 

3,077

 

 

 

-

 

 

 

3,077

 

Warrant liability

 

 

-

 

 

 

6,186

 

 

 

6,186

 

 

 

 

 

 

 

 

 

 

 

 

 

 

March 31, 2022

 

 

3,077

 

 

 

6,186

 

 

 

9,263

 

Schedule Of Fair Value Of Warrant

 

 

 

 

 

 

 

 

 

 

Aug-2020

 

 

Feb-2021

 

 

Black-Scholes Assumptions at March 31, 2022

 Warrants

 

 

Warrants

 

 

 

 

 

 

 

 

 

 

 

Expected forfeiture rate

 

 

0.0 %

 

 

0.0 %

 

 
Expected life (years)

 

 

0.3

 

 

 

1.8

 

 

 
Expected volatility

 

 

76.3 %

 

 

76.7 %

 

 
Risk free rate

 

 

2.3 %

 

 

2.3 %

 

 
Expected dividend rate

 

 

0.0 %

 

 

0.0 %

 

 
Exercise price

 

$ 0.75

 

 

$ 1.35

 

 

 
Market price

 

$ 1.60

 

 

$ 1.60