Quarterly report pursuant to Section 13 or 15(d)

Equity Offerings (Tables)

v3.22.1
Equity Offerings (Tables)
3 Months Ended
Mar. 31, 2022
Series A Warrants and Series B Warrants  
Schedule of Black-Scholes Option Pricing Model Based on Assumptions

The Series A Warrants and Series B Warrants were valued at approximately $7.0 million using the Black-Scholes option pricing model based on the following assumptions:

 

 

Series A

 

 

Series B

 

Risk-free interest rate

 

 

0.59

%

 

 

1.70

%

Volatility

 

 

95.81

%

 

 

103.29

%

Expected dividend yield

 

 

0.00

%

 

 

0.00

%

Expected life (in years)

 

 

0.5

 

 

 

3.5