4.
FAIR VALUE OF FINANCIAL INSTRUMENTS

The accounting guidance defines fair value, establishes a consistent framework for measuring fair value and expands disclosure for each major asset and liability category measured at fair value on either a recurring or nonrecurring basis. Fair value is defined as the exchange price that would be received for an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. As such, fair value is a market-based measurement that should be determined based on assumptions that market participants would use in pricing an asset or liability. As a basis for considering such assumptions, the accounting guidance establishes a three-tier fair value hierarchy, which prioritizes the inputs used in measuring fair value as follows:

Level 1 – Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities.
Level 2 – Quoted prices for similar assets and liabilities in active markets, quoted prices in markets that are not active, or inputs which are observable, either directly or indirectly, for substantially the full term of the asset or liability.
Level 3 – Prices or valuation techniques that require inputs that are both significant to the fair value measurement and unobservable (i.e. supported by little or no market activity).

The Company's credit facility bears variable interest rates, and the carrying amount of the Company's credit facility approximates fair value because interest rates approximate the current rates available to the Company.

The following table presents information about the Company’s assets and liabilities measured at fair value on a recurring basis as of December 31, 2025 and 2024 (in thousands) and the fair value hierarchy of the valuation techniques utilized. The Company classifies its assets and liabilities as either short- or long-term based on maturity and anticipated realization dates.

 

As of December 31, 2025

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Financial assets:

 

 

 

 

 

 

 

 

 

 

 

 

Cash equivalents

 

$

255,280

 

 

$

 

 

$

 

 

$

255,280

 

U.S. agency bonds

 

 

 

 

 

153,756

 

 

 

 

 

 

153,756

 

Total

 

$

255,280

 

 

$

153,756

 

 

$

 

 

$

409,036

 

Financial liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

DDSU Liability

 

$

2,608

 

 

$

 

 

$

 

 

$

2,608

 

2022 USD Financing Warrant Liability

 

 

 

 

 

 

 

 

40,905

 

 

 

40,905

 

Total

 

$

2,608

 

 

$

 

 

$

40,905

 

 

$

43,513

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

As of December 31, 2024

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Financial assets:

 

 

 

 

 

 

 

 

 

 

 

 

Cash equivalents

 

$

271,537

 

 

$

 

 

$

 

 

$

271,537

 

Financial liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

DDSU Liability

 

$

1,148

 

 

$

 

 

$

 

 

$

1,148

 

2022 USD Financing Warrant Liability

 

 

 

 

 

 

 

 

24,010

 

 

$

24,010

 

Total

 

$

1,148

 

 

$

 

 

$

24,010

 

 

$

25,158

 

There were no transfers into or out of Level 1, Level 2, or Level 3 during the years ended December 31, 2025 and 2024.

The Company's cash equivalents includes a U.S. government money market fund which invests in highly liquid securities that are issued or guaranteed by the U.S. government or by U.S. government agencies and instrumentalities, and are measured at fair value in accordance with the fair value hierarchy.

The Company's U.S. agency bonds are classified as Level 2 in the fair value hierarchy as they are valued using observable inputs, including market yields and spreads, in the absence of active market quotes for identical securities.

The fair value of the warrant liability is measured at fair value on a recurring basis. The 2022 USD Financing Warrants (as defined below in Note 8) are classified as Level 3 in the fair value hierarchy and are determined using the Black-Scholes option pricing model using the following assumptions:

 

 

As of December 31,

 

2025

 

2024

Share price

 

$13.39

 

$6.96

Expected volatility

 

74.32%

 

90.70%

Risk-free rate

 

3.44%

 

4.18%

Expected life

 

1.75 years

 

2.75 years

 

Historical Timeline

Fiscal YearFiled
2025Feb 26, 2026Showing above
2024Mar 6, 2025
2023Feb 28, 2024
2022Mar 9, 2023
2021Mar 28, 2022

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.