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K2 Warrant and Amendment Warrant (Tables)
9 Months Ended
Sep. 30, 2024
K2 Warrant and Amendment Warrant  
Schedule of warrant outstanding

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Shares

    

Initial
Recognition
Date

    

Exercise Price

    

Expiration Date

K2 Warrant

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339,725

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July 27, 2022

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$

1.3246

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July 27, 2032

Amendment Warrant

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55,249

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March 1, 2024

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2.7150

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March 1, 2034

Total warrants outstanding

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394,974

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Schedule of fair value assumptions

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K2 Warrant

    

Amendment Warrant

Stock price

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$1.41

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$5.01

Strike price

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$1.32

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$2.72

Volatility (annual)

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75.30%

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105.00%

Risk-free rate

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2.74%

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4.10%

Estimated time to expiration (years)

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10

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10

Dividend yield

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—%

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—%

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