Note 12 — Fair Value Measurements

The fair value of the Company’s financial assets and liabilities reflects management’s estimate of amounts that the Company would have received in connection with the sale of the assets or paid in connection with the transfer of the liabilities in an orderly transaction between market participants at the measurement date. In connection with measuring the fair value of its assets and liabilities, the Company seeks to maximize the use of observable inputs (market data obtained from independent sources) and to minimize the use of unobservable inputs (internal assumptions about how market participants would price assets and liabilities).

The carrying values of certain accounts such as cash, restricted cash, accounts receivable, prepaids and other current assets, accounts payable and accrued liabilities are deemed to approximate their fair values due to their short-term nature. The fair value of the Credit Agreement also closely approximates carrying value due to the variable nature of the debt. The fair values of the Company’s money market funds are based on quoted prices in active markets for identical

assets. There were no assets measured on a recurring basis using significant unobservable inputs (Level 3) as of December 31, 2025 and 2024.

The estimated fair value of the DOE Loan was based on Level 3 inputs, which are comprised of interest rates currently available to the Company for the issuance of debt with similar terms and remaining maturities as a discount rate for the remaining principal payments. As of December 31, 2025, the fair value of the DOE Loan was $143.2 million compared to the carrying value of $140.6 million, which excludes deferred debt issuance costs and includes paid-in-kind interest. The DOE Loan was valued using a discounted cash flow model. Assumptions used in the valuation of the DOE Loan were as follows as of December 31, 2025:

Interest payment frequency

 

Quarterly

 

First interest payment date

March 15, 2030

Credit spread (semi-annual)

 

1.3

%

Risk-free interest rate

U.S. Constant Maturity Treasury

The following table presents information about the Company’s assets and liabilities that are measured at fair value on a recurring basis and indicates the level within the fair value hierarchy of the valuation inputs the Company utilized to determine such fair value:

December 31, 2025

December 31, 2024

(in thousands)

Level

 

Balance

  ​ ​ ​

Level

 

Balance

Cash equivalents

Money market funds

1

$

102,125

1

$

101,125

Liabilities

Earnout liability

 

3

$

22

3

$

942

Warrant liability — Public Warrants

1

1,121

1

7,987

Warrant liability — Private Placement Warrants

3

249

3

1,753

Total liabilities

$

1,392

$

10,682

The earnout liability was valued using the Monte Carlo simulation methodology. Assumptions used in the valuations of the earnout liability were as follows:

December 31,

 

2025

 

2024

Stock price

 

$

2.91

 

  ​ ​ ​

$

4.05

 

Risk-free interest rate

3.6

%

4.2

%

Expected restriction period (in years)

0.5

1.5

Expected volatility

100

%

90

%

Dividend rate

%

%

The warrants are accounted for as liabilities in accordance with ASC 815 and are presented as warrant liabilities on the consolidated balance sheets. The warrant liabilities are measured at fair value at inception and on a recurring basis, with changes in fair value presented within change in fair value of warrant liabilities in the consolidated statements of operations. The closing price of the Public Warrants was used as its fair value as of each relevant date.

As of December 31, 2025 and 2024, the Private Placement Warrants were valued using the Monte Carlo simulation methodology. Assumptions used in the valuation of the Private Placement Warrant liability using the Monte Carlo method simulation methodology are as follows:

December 31,

 

2025

 

2024

Stock price

 

$

2.91

 

  ​ ​ ​

$

4.05

 

Risk-free interest rate

3.6

%

4.2

%

Expected term (in years)

0.5

1.5

Expected volatility

120

%

105

%

Dividend rate

%

%

Exercise price

$

11.50

$

11.50

The following table presents a reconciliation for all liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3):

Private

Placement

Earnout

Warrant

(in thousands)

Liability

Liability

Fair value as of December 31, 2023

$

654

$

896

Change in fair value of liability

288

857

Fair value as of December 31, 2024

 

942

1,753

Change in fair value of liability

(920)

(1,504)

Fair value as of December 31, 2025

$

22

$

249

Historical Timeline

Fiscal YearFiled
2025Mar 9, 2026Showing above
2024Mar 6, 2025
2023Mar 6, 2024
2022Mar 30, 2023
2021Mar 24, 2022
2020Mar 29, 2021

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.