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Term Loan and Warrant Liabilities (Tables)
3 Months Ended
Dec. 31, 2024
Term Loan And Warrant Liabilities [Abstract]  
Summary of Changes in Fair Value of Term Loan Level 3

A summary of the changes in the fair value of the Term Loan Level 3 rollforward is as follows:

 

 

 

 

 

 

 

Fair value as of September 30, 2024

 

$

12,010

 

Change in fair value related to non-credit risk in net income

 

 

370

 

Fair value as of December 31, 2024

 

$

12,380

 

Summary of Fair Value Assumptions Applied in Determining Initial Fair Value and Subsequent Fair Value of Warrant Liabilities

The following is a summary of the fair value assumptions applied in determining the initial fair value and the subsequent fair value of the warrant liabilities as of each respective date:

 

 

December 31,

 

 

September 30

 

 

2024

 

 

2024

 

Discount Rate

 

 

4.2

%

 

 

3.6

%

Volatility

 

 

60.0

%

 

 

58.0

%

Summary of Changes in Fair Value of Warrant Liabilities Level 3

A summary of the changes in the fair value of the warrant liabilities Level 3 rollforward is as follows:

 

 

 

 

 

 

 

Fair value as of September 30, 2024

 

$

6,640

 

Change in fair value in net income

 

 

(2,470

)

Fair value as of December 31, 2024

 

$

4,170