Quarterly report pursuant to Section 13 or 15(d)

Warrant Liability (Tables)

v3.21.2
Warrant Liability (Tables)
6 Months Ended
Jun. 30, 2021
Warrant Liability  
Schedule of Warrant Liabilities

 

 

Sep-2018

 

 

Aug-2020

 

 

Feb-2021

 

 

 

 

 Warrant Liability Activity

 

 Warrants

 

 

 Warrants

 

 

 Warrants

 

 

 Total

 

 

 

 

 

 

 

 

 

 

 

 

 

 

December 31, 2020

 

 

729

 

 

 

1,415

 

 

 

-

 

 

 

2,144

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Warrants issued

 

 

-

 

 

 

-

 

 

 

2,604

 

 

 

2,604

 

Warrants exercised

 

 

(419 )

 

 

(190 )

 

 

-

 

 

 

(609 )

Mark to market revaluation loss (gain)

 

 

1,792

 

 

 

1,670

 

 

 

2,862

 

 

 

6,324

 

Effects for foreign exchange rate changes

 

 

44

 

 

 

38

 

 

 

87

 

 

 

169

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

June 30, 2021

 

 

2,146

 

 

 

2,933

 

 

 

5,553

 

 

 

10,632

 

 

 

Sep-2018

 

 

Aug-2020

 

 

Feb-2021

 

 

 

Warrant Liability Duration

 

Warrants

 

 

Warrants

 

 

Warrants

 

 

Total

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Current portion of warrant liability

 

 

2,146

 

 

 

-

 

 

 

-

 

 

 

2,146

 

Warrant liability

 

 

-

 

 

 

2,933

 

 

 

5,553

 

 

 

8,486

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

June 30, 2021

 

 

2,146

 

 

 

2,933

 

 

 

5,553

 

 

 

10,632

 

Schedule of fair value of warrant

 

 

Sep-2018

 

 

Aug-2020

 

 

Feb-2021

 

Black-Scholes Assumptions at June 30, 2021

 

Warrants

 

 

Warrants

 

 

Warrants

 

 

 

 

 

 

 

 

 

 

 

Expected forfeiture rate

 

 

0.0 %

 

 

0.0 %

 

 

0.0 %

Expected life (years)

 

 

0.2

 

 

 

1.1

 

 

 

2.6

 

Expected volatility

 

 

72.3 %

 

 

78.1 %

 

 

75.6 %

Risk free rate

 

 

0.4 %

 

 

0.4 %

 

 

0.6 %

Expected dividend rate

 

 

0.0 %

 

 

0.0 %

 

 

0.0 %

Exercise price

 

$1.00

 

 

$0.75

 

 

$1.35

 

Market price

 

$1.41

 

 

$1.41

 

 

$1.41