v3.26.1
Note 8 - Financial Instruments Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2026
Notes Tables  
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

 

 

Fair Value Measurement on a Recurring Basis at Reporting Date Using1

 

 

 

Level-1 Inputs

 

 

Level-2 Inputs

 

 

Level-3 Inputs

 

 

Total

 

June 30, 2026

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investment in Lucid Diagnostics common stock

 

$

33,494

 

 

$

 

 

$

 

 

$

33,494

 

Total assets at fair value

 

$

33,494

 

 

$

 

 

$

 

 

$

33,494

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2026 Note

 

 

 

 

 

 

 

 

15,100

 

 

 

15,100

 

Rights liability - Lucid Diagnostics common stock

 

 

321

 

 

 

 

 

 

 

 

 

321

 

Total liabilities at fair value

 

$

321

 

 

$

 

 

$

15,100

 

 

$

15,421

 

 

 

Level-1 Inputs

 

 

Level-2 Inputs

 

 

Level-3 Inputs

 

 

Total

 

December 31, 2025

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investment in Lucid Diagnostics common stock

 

$

34,120

 

 

$

 

 

$

 

 

$

34,120

 

Total assets at fair value

 

$

34,120

 

 

$

 

 

$

 

 

$

34,120

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Senior Secured Convertible Note - September 2022

 

 

 

 

 

 

 

 

11,100

 

 

 

11,100

 

Total liabilities at fair value

 

$

 

 

$

 

 

$

11,100

 

 

$

11,100

 

Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]

 

 

 

 

 

 

 

2026 Note:

 

 

 

June 30, 2026

 

Fair Value

 

$

15,100

 

Face value principal payable

 

$

15,000

 

Required rate of return

 

 

16.300

%

Conversion Price

 

$

450.00

 

Value of common stock

 

$

5.94

 

Expected term (years)

 

 

2.60

 

Volatility

 

 

40.00

%

Risk free rate

 

 

4.06

%

Dividend yield

 

 

%

September 2022 Senior

Convertible Note:

December 31, 2025

Fair Value

$

11,100

Face value principal payable

$

7,839

Required rate of return

8.20% - 8.50

%

Conversion Price

$

32.04

Value of common stock

$

6.63

Expected term (years)

0.09 - 1.00

Volatility

85% - 95

%

Risk free rate

3.42% - 3.67

%

Dividend yield

%