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FINANCIAL INSTRUMENTS AT FAIR VALUE
 9 Months Ended
Sep. 30, 2024
Investments, All Other Investments [Abstract]  
FINANCIAL INSTRUMENTS AT FAIR VALUE

NOTE 7: FINANCIAL INSTRUMENTS AT FAIR VALUE

 

Financial instruments:

 

The Company has financial instruments measured at level 3 under the June 2024 Facility Agreement (see note 6.E).

 

The fair value of the financial instruments under the June 2024 Facility Agreement, as of June 18, 2024, was calculated using the following unobservable inputs: share price: $0.118, expected volatility: 125%, exercise price: $0.25, risk-free interest rate: 4.41%, expected life: 3.0 years.

 

The following table presents the level 3 financial liabilities - embedded derivatives roll-forward that were measured at fair value through profit or loss:

 

   Embedded derivatives 
Balance as of January 1, 2024   - 
Embedded derivatives derived from June 2024 Facility Agreement   665 
Changes at fair value recognized through profit or loss   (375)
Balance as of September 30, 2024   290