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Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2023
Fair Value Measurements  
Schedule of fair value on a recurring basis

Nine months ended

September 30, 2023

Fair Value

Level 1

Level 2

Level 3

Total

Derivative liability - Equity Investment Right

$

1,181

$

$

$

1,181

$

1,181

Derivative liability - OnkosXcel Warrants

846

846

846

Total derivative liabilities

$

2,027

$

$

$

2,027

$

2,027

Schedule of changes in Level 3 liabilities

Derivative liabilities

Balance - December 31, 2022

$

2,343

Change in fair value

(316)

Balance - September 30, 2023

$

2,027

Schedule of fair value unobservable inputs

Equity Investment Right

Strike price relative to volume weighted 30-day average

110.0

%

Volatility (annual)

97.9

%

Probability of exercise

89.1

%

Time period

3.6

years

Estimated premium to 30-day average

24.5

%

Discount rate

5.1

%