v3.26.1
Fair Value Measurements
12 Months Ended
Dec. 31, 2025
Fair Value Measurements  
Fair Value Measurements

4. Fair Value Measurements

In accordance with ASC 820 (Fair Value Measurements and Disclosures), the Company uses various inputs to measure the fair value of liabilities related to certain embedded conversion feature associated with its warrant liability, convertible debt, share payable, and contingent payable to Cognate BioServices on a recurring basis to determine the fair value of these liabilities. The Company has also elected the FVO for certain financial instruments, such as convertible notes.

The following table classifies the Company’s liabilities measured at fair value on a recurring basis into the fair value hierarchy as of December 31, 2025 and December 31, 2024 (in thousands):

Fair value measured at December 31, 2025

  ​ ​ ​

  ​ ​ ​

Quoted prices in active

  ​ ​ ​

Significant other

  ​ ​ ​

Significant

Fair value at

markets

observable inputs

unobservable inputs

December 31, 2025

(Level 1)

(Level 2)

(Level 3)

Contingent payable derivative liability

$

9,416

$

9,416

Convertible notes at fair value

37,276

37,276

Share payable

 

373

 

 

 

373

Total fair value

$

47,065

$

$

$

47,065

Fair value measured at December 31, 2024

  ​ ​ ​

  ​ ​ ​

Quoted prices in active

  ​ ​ ​

Significant other

  ​ ​ ​

Significant

Fair value at

markets

observable inputs

unobservable inputs

December 31, 2024

(Level 1)

(Level 2)

(Level 3)

Warrant liability

$

2,219

$

$

$

2,219

Contingent payable derivative liability

 

9,578

 

 

 

9,578

Convertible notes at fair value

 

34,224

 

 

 

34,224

Share payable

143

143

Total fair value

$

46,164

$

$

$

46,164

There were no transfers between Level 1, 2 or 3 during the years ended December 31, 2025 and 2024.

The following table presents changes in Level 3 liabilities measured at fair value for the years ended December 31, 2025 and 2024. Both observable and unobservable inputs were used to determine the fair value of positions that the Company has classified within the Level 3 category. Unrealized gains and losses associated with liabilities within the Level 3 category include changes in fair value that were attributable to both observable (e.g., changes in market interest rates) and unobservable (e.g., changes in unobservable long- dated volatilities) inputs (in thousands).

Convertible

Warrant

Contingent Payable

Share

Notes At

  ​ ​ ​

Liability

  ​ ​ ​

Derivative Liability

  ​ ​ ​

Payable

  ​ ​ ​

Fair Value

  ​ ​ ​

Total

Balance - January 1, 2024

$

944

$

9,188

$

483

$

12,771

$

23,386

Additional share payable

688

688

Additional warrant liabilities as a result of reclassification

2,029

2,029

Issuance of convertible notes at fair value

19,900

19,900

Redemption of share payable

(1,012)

(1,012)

Additions from debt extinguishment

10,378

10,378

Debt repayment

(1,110)

(1,110)

Change in fair value

(754)

390

(16)

(7,715)

(8,095)

Balance - December 31, 2024

2,219

9,578

143

34,224

46,164

Additional share payable

1,271

1,271

Issuance of convertible notes at fair value

27,726

27,726

Redemption of share payable

(1,455)

(1,455)

Additions from debt extinguishment

11,491

11,491

Debt repayment

(1,000)

(1,000)

Debt conversion

(9,532)

(9,532)

Reclassification of liability classified warrants to equity

(5,175)

(5,175)

Reclassification of equity classified warrants to liabilities

2,643

2,643

Change in fair value

313

(162)

414

(25,633)

(25,068)

Balance - December 31, 2025

$

$

9,416

$

373

$

37,276

$

47,065

A summary of the weighted average (in aggregate) significant unobservable inputs (Level 3 inputs) used in measuring the Company’s warrant liabilities, share payable, and contingent conversion feature that are categorized within Level 3 of the fair value hierarchy as of December 31, 2025 and December 31, 2024 is as follows. The contingent conversion option of the contingent payable expired during the year ended December 31, 2025. The liability relates to the remaining redemption feature which, like the convertible notes at fair value, includes discount factors that are unobservable inputs and proprietary in nature.

Share Payable

 

For the years ended December 31,

 

 

2025

 

2024

Strike price

  ​ ​ ​

$

0.23

  ​ ​ ​

$

0.33

Contractual term (years)

 

0.09

 

0.09

Volatility (annual)

 

63

%  

 

68

%

Risk-free rate

 

4.2

%  

 

5.1

%

Dividend yield (per share)

 

0

%  

 

0

%

As of December 31, 2025

As of December 29, 2025 (1)

As of July 26, 2025 (1)

 

  ​ ​ ​

Share Payable

  ​ ​ ​

Warrant Liability

  ​ ​ ​

Warrant Liability

 

Strike price

$

0.22

$

0.35

$

0.25

Contractual term (years)

 

0.05

1.05

 

1.40

Volatility (annual)

 

64

%

90

%

 

85

%

Risk-free rate

 

3.7

%

3.5

%

 

4.1

%

Dividend yield (per share)

 

0

%

0

%

 

0

%

(1)Remeasurement as of reclassification date.

  ​ ​ ​

As of December 31, 2024

Share Payable

  ​ ​ ​

Warrant Liability

  ​ ​ ​

Strike price

$

0.25

$

0.25

Contractual term (years)

 

0.08

 

0.58

Volatility (annual)

 

60

%  

 

66

%  

Risk-free rate

 

4.3

%  

 

4.2

%  

Dividend yield (per share)

 

0

%  

 

0

%