Note 17 — Fair Value Measurements

The Company’s financial instruments consist of cash and cash equivalents, accounts receivables and accounts payables, where the carrying amount approximates fair value due to the short-term nature of each instrument.

The fair value of the Company’s outstanding warrants as of December 31, 2024, and 2023 was $10 and $49, respectively, and was classified as Level 3 within the fair value hierarchy.

Fair Value Assumption – Warrants

    

December 31, 2024

 

Exercise Price

$

11.50

Warrant term

3.97 years

Maturity date

 

12/19/2028

Stock Price

$

1.84

Risk rate

 

4.27

%

Volatility

42.26

%

Fair Value Assumption – Warrants

    

December 31, 2023

Exercise Price

$

11.50

Warrant term

4.97 years

Maturity date

 

12/19/2028

Stock Price

$

3.35

Risk rate

 

3.75

Volatility

 

33.29

The Financing Notes (see Note 9) which were converted to equity during the twelve months ending December 31, 2024, were valued as of December 31, 2023 using a probability-weighted expected return method (“PWERM”) based on the probabilities of different potential outcomes for the note. The fair value of the convertible note was determined using the following significant unobservable inputs.

The fair value of the Financing Notes as of December 31, 2023 is $5,695 and is classified as Level 3 within the fair value hierarchy.

Fair Value Assumption – Financing Note

    

December 31, 2023

 

Principal

$

6,805

Discount rate

 

20.00

%

Note term

 

2.97 years

Stock Price

$

3.35

Maturity date

 

12/19/2026

Risk rate

 

3.92

%

Volatility

 

32.49

%

Historical Timeline

Fiscal YearFiled
2024Mar 28, 2025Showing above
2023Mar 29, 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.