Fair Value Measurements (Tables)

3 Months Ended

Mar. 31, 2023

Fair Value Disclosures [Abstract]

Schedule of fair value measurements by level

The following tables summarize fair value measurements by level for assets and liabilities measured at fair value on a recurring basis as of the periods presented (in thousands):

	Balance as of March 31, 2023
	Level I		Level II		Level III		Total
Letter of credit (1)	$	204	$	—	$	—	$	204
Total assets	$	204	$	—	$	—	$	204
Contingent consideration (2)	$	—	$	—	$	64	$	64
Warrant liabilities (3)	—		—		62		62
Total liabilities	$	—	$	—	$	126	$	126

	Balance as of December 31, 2022
	Level I		Level II		Level III		Total
Letter of credit (1)	$	204	$	—	$	—	$	204
Total assets	$	204	$	—	$	—	$	204
Contingent consideration (2)	$	—	$	—	$	64	$	64
Warrant liabilities (3)	—		—		43		43
Total liabilities	$	—	$	—	$	107	$	107

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(1)    Included in "Restricted cash - current" and "Restricted cash - long term" on our condensed consolidated balance sheets as of March 31, 2023 and December 31, 2022, respectively. 

(2) Included in "Other accrued liabilities" on our condensed consolidated balance sheets as of March 31, 2023 and December 31, 2022..

(3) Relates to Ticking Warrant issued in connection with the Eight Amendment to the 2024 Notes executed on March 8, 2022, as discussed in Note 10 above, and included in "Other accrued liabilities" on our condensed consolidated balance sheet as of March 31, 203.

Schedule of fair value measurements using significant Level III inputs

The fair value measurements using significant Level III inputs, and changes therein, was as follows (in thousands):

	Level III Contingent Consideration
Balance as of December 31, 2022 and March 31, 2023	$	64

	Level III Warrant Liabilities
Balance as of December 31, 2022	$	43
Loss on change in fair value of warrant liabilities	19
Balance as of March 31, 2023	$	62

Schedule of valuation assumptions

The assumptions used in the Black-Scholes warrant-pricing model were determined as follows:

	Three Months Ended March 31, 2023
Volatility	100.0	%
Risk-free interest rate	3.90% - 4.61%
Expected life (in years)	5.00
Dividend yield	0	%

The assumptions used in the Black-Scholes warrant-pricing model were determined as follows:

	March 31, 2023
Volatility	100.0	%
Risk-free interest rate	3.81	%
Weighted average expected life (in years)	3.54
Dividend yield	0	%