v3.26.1
Note 12 - Fair Value Measurements (Tables)
9 Months Ended
Mar. 31, 2026
Notes Tables  
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]
  Fair Value at  Fair Value Measurements at March 31, 2026 
  

March 31, 2026

  

(Level 1)

  

(Level 2)

  

(Level 3)

 
  

(in thousands)

 

Liabilities:

                

Derivative warrant liabilities

 $2,182  $  $  $2,182 

Total

 $2,182  $  $  $2,182 
   Fair Value at  Fair Value Measurements at June 30, 2025 
  

June 30, 2025

  

(Level 1)

  

(Level 2)

  

(Level 3)

 
  

(in thousands)

 

Liabilities:

                

Derivative warrant liabilities

 $26,334  $  $  $26,334 

Total

 $26,334  $  $  $26,334 
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]
  

Derivative

 
  

Warrant Liabilities

 
  

(in thousands)

 

Balance as of June 30, 2025

 $26,334 

Settlements (1)

  (3,457)

Reclassification of derivative warrant liabilities to equity (2)

  (26,412)

Included in earnings

  5,717 

Balance as of March 31, 2026

 $2,182 
Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]
  

Tranche A Warrants

  

Warrants Other (1)

 
  

Monte Carlo & Black-Scholes

  

Black-Scholes

 

Aytu closing stock price

 

$ 2.73

  

$ 2.73

 

Equivalent term (years)

 2.2  0.8-1.4 

Expected volatility

 

65.7%

  

77.1%-86.3%

 

Risk-free rate

 

3.8%

  

3.7%

 

Dividend yield

 

0.0%

  

0.0%