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Note 12 - Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2022
Notes Tables  
Fair Value, Liabilities Measured on Recurring Basis [Table Text Block]
  

Level 1

  

Level 2

  

Level 3

  

Total

 
                 

Total liabilities at fair value as of June 30, 2022 - Derivative warrant liability

 $-  $-  $846  $846 

Total liabilities at fair value as of December 31, 2021 - Derivative warrant liability

 $-  $-  $258  $258 
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]
  

Fair Value
as of
Beginning of
Period

  

Total
Realized
and
Unrealized

Gains
(Losses)

  

Issuance of

New
Instruments

  

Net
Transfers
(Into) Out
of

Level 3

  

Fair Value,
at End of
Period

  

Change in
Unrealized
Gains
(Losses)on
Instruments
Still Held

 

Three months ended June 30, 2022

                        

Total Level 3 fair value - Derivative warrant liability

 $429  $(417) $-  $-  $846  $(417)

Six months ended June 30, 2022:

                        

Total Level 3 fair value - Derivative warrant liability

 $258  $(588) $-  $-  $846  $(588)
Warrants, Valuation Assumption [Table Text Block]
  

June 30, 2022

  

December 31, 2021

 

Assumed volatility

  82.9%  69.5%

Assumed risk free interest rate

  2.8%  0.8%

Expected life of options (in years)

  4.2   4.8 

Expected dividends

  -   -