Note 4. Fair Value of Financial Instruments

The carrying value of the Company’s cash, cash equivalents, accounts receivable, accounts payable, accrued liabilities, and other current liabilities approximate fair value based on the short-term maturities of these instruments. The carrying value of the Company’s notes receivable also approximates fair value based on the associated credit risk.

The Company classifies money market funds, U.S. treasury bills and government securities, and certificates of deposit as Level 1 within the fair value hierarchy as the fair value is based on quoted prices. The Company classifies its warrant derivative liabilities as Level 3 within the fair value hierarchy as the Company estimates the fair value of the warrant liabilities using recently quoted market prices of the Company's common stock and the Black-Scholes option pricing model, refer to Note 10, Warrant Liabilities.

The following table sets forth by level, within the fair value hierarchy, the Company's assets and liabilities at fair value as of December 31, 2025 and 2024:

 

 

December 31, 2025

 

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets

 

 

 

 

 

 

 

 

 

 

 

 

Money market funds

 

$

7,850

 

 

$

 

 

$

 

 

$

7,850

 

U.S. government securities

 

 

5,004

 

 

 

 

 

 

 

 

 

5,004

 

Total assets

 

$

12,854

 

 

$

 

 

$

 

 

$

12,854

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

 

 

 

 

 

 

 

 

 

 

 

 

Warrant derivative liabilities

 

$

 

 

$

 

 

$

40,194

 

 

$

40,194

 

Total liabilities

 

$

 

 

$

 

 

$

40,194

 

 

$

40,194

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

December 31, 2024

 

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets

 

 

 

 

 

 

 

 

 

 

 

 

Money market funds

 

$

6,631

 

 

$

 

 

$

 

 

$

6,631

 

U.S. treasury bills

 

 

3,451

 

 

 

 

 

 

 

 

 

3,451

 

Certificates of deposit

 

 

247

 

 

 

 

 

 

 

 

 

247

 

U.S. government securities

 

 

2,494

 

 

 

 

 

 

 

 

 

2,494

 

Total assets

 

$

12,823

 

 

$

 

 

$

 

 

$

12,823

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

 

 

 

 

 

 

 

 

 

 

 

 

Warrant derivative liabilities

 

$

 

 

$

 

 

$

29,856

 

 

$

29,856

 

Total liabilities

 

$

 

 

$

 

 

$

29,856

 

 

$

29,856

 

There were no transfers between fair value hierarchy levels during the years ended December 31, 2025 and 2024.

The fair value of the Company’s financial assets that are measured at fair value on a recurring basis as of December 31, 2025 and 2024 are as follows:

 

 

December 31, 2025

 

 

 

Amortized Cost

 

 

Unrealized Gains

 

 

Unrealized Losses

 

 

Fair Value

 

Cash equivalents

 

 

 

 

 

 

 

 

 

 

 

 

  Money market funds

 

$

7,850

 

 

$

 

 

$

 

 

$

7,850

 

Short-term investments

 

 

 

 

 

 

 

 

 

 

 

 

  U.S. government securities

 

 

5,000

 

 

 

4

 

 

 

 

 

 

5,004

 

Total

 

$

12,850

 

 

$

4

 

 

$

 

 

$

12,854

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

December 31, 2024

 

 

 

Amortized Cost

 

 

Unrealized Gains

 

 

Unrealized Losses

 

 

Fair Value

 

Cash equivalents

 

 

 

 

 

 

 

 

 

 

 

 

  Money market funds

 

$

6,631

 

 

$

 

 

$

 

 

$

6,631

 

Short-term investments

 

 

 

 

 

 

 

 

 

 

 

 

  U.S. treasury bills

 

 

3,449

 

 

 

2

 

 

 

 

 

 

3,451

 

  Certificates of deposit

 

 

245

 

 

 

2

 

 

 

 

 

 

247

 

  U.S. government securities

 

 

2,492

 

 

 

2

 

 

 

 

 

 

2,494

 

Total

 

$

12,817

 

 

$

6

 

 

$

 

 

$

12,823

 

The change in fair value of warrant liabilities measured on a recurring basis using unobservable Level 3 inputs for the year ended December 31, 2025 is set forth below:

 

 

Fair Value at

 

 

 

 

 

Fair Value at

 

 

 

December 31,

 

 

Change in

 

 

December 31,

 

 

 

2024

 

 

Fair Value

 

 

2025

 

Series A Warrant

 

$

15,351

 

 

$

5,284

 

 

$

20,635

 

Series B Warrant

 

 

14,505

 

 

 

5,054

 

 

 

19,559

 

Total warrant liabilities

 

$

29,856

 

 

$

10,338

 

 

$

40,194

 

Historical Timeline

Fiscal YearFiled
2025Mar 31, 2026Showing above
2024Feb 27, 2025
2023Mar 4, 2024

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.