Note 3 – Fair Value of Financial Instruments

 

Financial Assets

 

The following table represents the estimated fair values of the Company’s financial instruments:

   December 31, 2023 
       Unrealized   Unrealized   Fair 
   Cost   Gains   Losses   Value 
Short-term investments  $12,845,000   $48,000   $   $12,893,000 
Total  $12,845,000   $48,000   $   $12,893,000 

 

 

The following table represents the Company’s fair value hierarchy for its financial assets (cash equivalents and investments):

 

   Fair Value   Level 1   Level 2   Level 3 
   December 31, 2024 
   Fair Value   Level 1   Level 2   Level 3 
                 
Cash equivalents:                    
Money market funds  $3,755,000   $3,755,000   $   $ 
US treasuries                
Short-term investments:                    
US treasuries                
Total financial assets  $3,755,000   $3,755,000   $   $ 

 

   Fair Value   Level 1   Level 2   Level 3 
   December 31, 2023 
   Fair Value   Level 1   Level 2   Level 3 
Cash equivalents:                    
 Money market funds  $443,000   $443,000   $   $ 
Short-term investments:                    
 US treasuries and US gov’t. agencies   12,893,000        12,893,000     
Total financial assets  $13,336,000   $443,000   $12,893,000   $ 

 

Warrant Liability

 

For the details of warrant liability transactions see Note 5 – Warrant Liability.

 

Historical Timeline

Fiscal YearFiled
2024Feb 21, 2025Showing above
2023Mar 26, 2024
2022Mar 30, 2023

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.