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Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 2024

Fair Value Measurements

Schedule of fair value on a recurring basis

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Nine months ended

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September 30, 2024

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Fair Value

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Level 1

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Level 2

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Level 3

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Total

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Derivative liability - Equity Investment Right

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$

1,311

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$

—

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$

—

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$

1,311

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$

1,311

Derivative liability - OnkosXcel Warrants

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121

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—

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—

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121

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121

Derivative liability - BTI Warrants

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2,935

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2,935

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2,935

Total derivative liabilities

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$

4,367

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$

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$

2,935

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$

1,432

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$

4,367

Schedule of changes in Level 2 and Level 3 liabilities

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​	​	Nine months ended
​	​	September 30,
​	​	2024		​	2023
​	​	​	​	​	​	​
Derivative liabilities, Balance - January 1	​	$	1,905	​	$	2,343
Change in fair value	​	​	(473)	​	​	(316)
Derivative liabilities, Balance - September 30	​	$	1,432	​	$	2,027

Schedule of fair value unobservable inputs

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​	​	Equity Investment Right
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Strike price relative to volume weighted 30-day average	​	110.0	%
Volatility (annual)	​	112.3	%
Probability of exercise	​	91.0	%
Time period	​	1.4	years
Estimated premium to 30-day average	​	25.0	%
Discount rate	​	3.9	%

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- Definition

Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 103
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482078/820-10-55-103

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
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-Section 50
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-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

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- Definition

Tabular disclosure of financial instrument classified as a derivative asset (liability) after deduction of derivative liability (asset) using recurring unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 3
-Subparagraph (b)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482106/820-10-50-3

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- Definition

Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3).

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (b)
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-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

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-SubTopic 10
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