Search information
Fractyl Health, Inc. Common Stock
Companies
"Black"
Keywords
Tables in SEC filings
Source
Year Ended December 31, | ||||
2023 | 2022 | |||
Risk-free interest rate | 3.7%—4.6% | 1.8%—4.2% | ||
Weighted average expected term (in years) | 6.0 | 5.9 | ||
Weighted average expected volatility | 59% | 58% | ||
Weighted average expected dividend yield | —% | —% | ||
Fair value of common stock per share | $9.35 | $8.82 |
Year Ended December 31, | ||||
2023 | 2022 | |||
Risk-free interest rate | 4.7% | 4.7% | ||
Expected term (in years) | 0.1 | 1.1 | ||
Expected volatility | 47% | 51% | ||
Expected dividend yield | 6% | 6% | ||
Fair value of Series B convertible preferred stock per share | $6.12 | $4.93 |
Risk-free interest rate | 0.9 | % | ||
Weighted average expected term (in years) | 10.0 | |||
Weighted average expected volatility | 57 | % | ||
Weighted average expected dividend yield | 0 | % | ||
Fair value of common stock per share | $ | 3.8843 |
Year Ended December 31, | ||||
2022 | 2021 | |||
Risk-free interest rate | 4.7% | 0.7% | ||
Expected term (in years) | 1.1 | 2.1 | ||
Expected volatility | 51% | 66% | ||
Expected Dividend yield | 6% | 6% | ||
Fair value of Series B convertible preferred stock per share | $4.93 | $6.55 |
September 30, 2023 | December 31, 2022 | |||
Risk-free interest rate | 5.4% | 4.7% | ||
Expected term (in years) | 0.3 | 1.1 | ||
Expected volatility | 49% | 51% | ||
Expected Dividend yield | 6% | 6% | ||
Fair value of Series B convertible preferred stock per share | $5.99 | $4.93 |