Note 2: Fair Value of Financial Instruments

 

The following table represents the Company’s assets and liabilities measured at fair value on a recurring basis as of December 31, 2024 and 2023 and the basis for that measurement (in thousands):

 

   December 31, 2024 
   Fair Value   Level 1   Level 2   Level 3 
Assets:                
Money market funds (1)  $1   $
   $
   $
 
                     
Liabilities:                    
Warrant liability  $55   $
   $
   $55 

 

   December 31, 2023 
   Fair Value   Level 1   Level 2   Level 3 
Assets:                
Money market funds (1)  $1   $
   $
   $
 
                     
Liabilities:                    
Warrant liability  $1,748   $
   $
   $1,748 

 

(1)Included in cash and cash equivalents

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

 

   December 31, 2024 
       Unrealized   Unrealized   Fair 
   Cost   Gains   Losses   Value 
Cash and cash equivalents  $3,344   $
   $
   $3,344 

 

   December 31, 2023 
       Unrealized   Unrealized   Fair 
   Cost   Gains   Losses   Value 
Cash and cash equivalents  $1,583   $
   $
   $1,583 

Historical Timeline

Fiscal YearFiled
2024Mar 28, 2025Showing above
2019Mar 17, 2020

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.