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Note 11 - Warrant Liability (Tables)

6 Months Ended

Jun. 30, 2023

Notes Tables

Schedule of Derivative Instruments [Table Text Block]

		Series B-1 Warrants				Series B-2 Warrants
Stock price		$	0.72			$	0.72
Expected price volatility			80.1	%			80.1	%
Expected term (in years)			5.1				2.1
Risk-free interest rate			3.60	%			4.04	%
Dividend yield			0.00	%			0.00	%
Weighted-average fair value of warrants		$	0.40			$	0.22

		Series B-1 Warrants				Series B-2 Warrants
Stock price		$	0.68			$	0.68
Expected price volatility			77.6	%			77.6	%
Expected term (in years)			5.0				2.0
Risk-free interest rate			3.92	%			4.59	%
Dividend yield			0.00	%			0.00	%
Weighted-average fair value of warrants		$	0.36			$	0.18

Expected price volatility			79.6	%
Expected term (in years)			6.0
Risk-free interest rate			3.43	%
Dividend yield			0.0	%
Weighted-average fair value of warrants		$	4.55

Expected price volatility			79.5	%
Expected term (in years)			5.8
Risk-free interest rate			3.93	%
Dividend yield			0.0	%
Weighted-average fair value of warrants		$	1.40

Expected price volatility			87	%
Expected term (in years)			6.0
Risk-free interest rate			1.31	%
Dividend yield			0.00	%
Weighted-average fair value of warrants		$	8.75

Expected price volatility			91	%
Expected term (in years)			6.0
Risk-free interest rate			1.65	%
Dividend yield			0.00	%
Weighted-average fair value of warrants		$	7.00

Expected price volatility			79.6	%
Expected term (in years)			6.0
Risk-free interest rate			3.43	%
Dividend yield			0.00	%
Weighted-average fair value of warrants		$	4.55

Expected price volatility			79.5	%
Expected term (in years)			5.8
Risk-free interest rate			3.93	%
Dividend yield			0.00	%
Weighted-average fair value of warrants		$	1.40

Expected price volatility			79.6	%
Expected term (in years)			3.4
Risk-free interest rate			3.58	%
Dividend yield			0.00	%
Weighted-average fair value of warrants		$	3.50

Expected price volatility			79.5	%
Expected term (in years)			3.2
Risk-free interest rate			4.15	%
Dividend yield			0.00	%
Weighted-average fair value of warrants		$	1.05

X

- Definition

Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.

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