| December 2018 Warrants | June 2020 Warrants | June 2023 Warrants | March 31, 2024: | Discount period (years) | 4.7 years | 6.2 years | 9.2 years | Risk-free interest rate | 4.19 | % | 4.16 | % | 4.16 | % | Stock price volatility | 87.00 | % | 86.00 | % | 81.00 | % | Grant date fair value | $ | 6.60 | $ | 6.00 | $ | 9.00 | March 31, 2023: | Discount period (years) | 5.7 years | 7.2 years | n/a | Risk-free interest rate | 3.55 | % | 3.52 | % | n/a | Stock price volatility | 79.00 | % | 77.00 | % | n/a | Grant date fair value | $ | 15.40 | $ | 13.80 | n/a | March 31, 2022: | Discount period (years) | 6.7 years | 8.2 years | n/a | Risk-free interest rate | 2.39 | % | 2.36 | % | n/a | Stock price volatility | 79.00 | % | 74.00 | % | n/a | Grant date fair value | $ | 36.00 | $ | 31.80 | n/a | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| December 2018 Warrants | June 2020 Warrants | June 2023 Warrants | March 31, 2024: | Discount period (years) | 4.7 years | 6.2 years | 9.2 years | Risk-free interest rate | 4.19 | % | 4.16 | % | 4.16 | % | Stock price volatility | 87.00 | % | 86.00 | % | 81.00 | % | Grant date fair value | $ | 6.60 | $ | 6.00 | $ | 9.00 | March 31, 2023: | Discount period (years) | 5.7 years | 7.2 years | n/a | Risk-free interest rate | 3.55 | % | 3.52 | % | n/a | Stock price volatility | 79.00 | % | 77.00 | % | n/a | Grant date fair value | $ | 15.40 | $ | 13.80 | n/a | March 31, 2022: | Discount period (years) | 6.7 years | 8.2 years | n/a | Risk-free interest rate | 2.39 | % | 2.36 | % | n/a | Stock price volatility | 79.00 | % | 74.00 | % | n/a | Grant date fair value | $ | 36.00 | $ | 31.80 | n/a | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
