v3.26.1
Fair Value Measurements
12 Months Ended
Apr. 30, 2026
Fair Value Disclosures [Abstract]  
Fair Value Measurements

(12) Fair Value Measurements

 

ASC 820 - Fair Value Measurements (“ASC 820”) states that fair value is an exit price, representing the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Assets and liabilities that are measured at fair value are reported using a three-level fair value hierarchy that prioritizes the inputs used to measure fair value. This hierarchy maximizes the use of observable input and minimizes the use of unobservable inputs. The following is a description of the three hierarchy levels.

 

Level 1 Unadjusted quoted prices in active markets for identical assets or liabilities that the Company has the ability to access at the measurement date.
   
Level 2 Inputs other than quoted prices in active markets that are observable for the asset or liability, either directly or indirectly.
   
Level 3 Inputs that are unobservable for the asset or liability.

 

ASC 825 – Financial Instruments (“ASC 825”) allows entities to voluntarily choose to measure certain financial assets and liabilities at fair value (the fair value option). The fair value option may be elected on an instrument-by-instrument basis and is irrevocable unless a new election date occurs. If the fair value option is elected for an instrument, unrealized gains and losses for that instrument should be reported in earnings at each subsequent reporting date.

 

Disclosure of Fair Values

 

The Company’s financial instruments that are not re-measured at fair value include cash, cash equivalents, restricted cash, accounts receivable, other assets, contract assets and liabilities, deposits, accounts payable, and accrued expenses. The carrying value is equal to their fair value due to the short-term nature of these accounts.

 

The following tables sets forth the Company’s financial instruments that were measured at fair value on a recurring basis by level within the fair value hierarchy (amounts in thousands):

 

Derivative liability – May issuance  $699      -  
             
   Derivative Liability     

Convertible Notes – Fair Value Option

 
Derivative liability – May issuance  $699      -  
Derivative liability – October issuance   490      -  
Change due to fair value adjustment of derivative liability   5,871      -  
Change due to conversion of notes and note repayment   (7,060)     -  
Convertible note – April issuance   

-

      10,045  

Change due to fair value adjustment of convertible notes

   -      383  
Convertible note fair value - April 30, 2026  $-      10,428  

 

   Level   April 30, 2026   April 30, 2025 
April 2026 Convertible Note   3   $

10,428

   $ 

 

The derivative liability related to our May 2025 and October 2025 convertible notes (refer to Note 13 for further discussion) was determined using inputs including the Company’s common stock price, the volume-weighted average price of the Company’s common stock upon conversion, and the probability of conversion methodology based on historical experience and the likelihood of attaining certain common stock share price levels. There were no financial instruments that were measured at fair value on a recurring basis as of April 30, 2025. During the periods presented, the Company has not changed the manner in which it values assets and liabilities that are measured at fair value. Transfers into or out of any hierarchy level are recognized at the end of the reporting period in which the transfers occurred. There were no transfers between any hierarchy levels during either of the years ended April 30, 2026 and 2025.

 

The Company elected the fair value option for the April 2026 convertible note issuances. Management determined that the fair value option would be elected for these convertible notes as they are required to be measured at fair value as part of the determination of the extinguishment of the previously issued convertible notes. At April 30, 2026, the fair value of these convertibles notes was $10.4 million, as compared to the aggregate unpaid principal and premium balance of $11.3 million at that same date. The fair value of the convertible notes, including the conversion option and all embedded features, was determined using a simulation model. Key inputs to the model include the initial conversion price of $0.40 per share, the common stock value as of the issuance date of $0.35, the risk-free rate of 3.68%, and probability of settlement options, and the equity volatility of 150%. The equity volatility was determined using the Company’s historical volatility. Interest expense of approximately $124,000 was recorded during the year ended April 30, 2026. This amount is included within “Interest (expense)/income, net” within the Company’s Consolidated Statements of Operations.