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Fair Value Measurements (Tables)
3 Months Ended
Mar. 31, 2023
Fair Value Measurements  
Schedule of fair value on a recurring basis

Three months ended

March 31, 2023

Fair Value

Level 1

Level 2

Level 3

Total

Derivative liability - Equity Investment Right

$

1,227

$

$

$

1,227

$

1,227

Derivative liability - OnkosXcel Warrants

1,347

1,347

1,347

Total derivative liabilities

$

2,574

$

$

$

2,574

$

2,574

Schedule of changes in Level 3 liabilities

Derivative liabilities

Balance - December 31, 2022

$

2,343

Change in fair value

231

Balance - March 31, 2023

$

2,574

Schedule of fair value unobservable inputs

Equity Investment Right

Strike price relative to volume weighted 30-day average

110.0

%

Volatility (annual)

97.4

%

Probability of exercise

90.0

%

Time period

4.0

years

Estimated premium to 30-day average

25.0

%

Discount rate

4.1

%