Fair Value Measurements (Tables) |
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| Summary of Assets and Liabilities at Fair Value on a Recurring Basis |
Assets and liabilities measured at fair value on a recurring basis as of June 30, 2021 were as follows:
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| Summary of the Binomial (Lattice) Valuation Model Assumptions used to Record the Fair Value of the Warrants |
A summary of the Black and Scholes pricing model assumptions used to record the fair value of the Warrants is as follows:
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| Summary of Change in the Level 3 Warrant Liability |
The following table reflects the change in the Company’s Level 3 Warrant liability for the six months ended June 30, 2021:
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- Definition Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Tabular disclosure of financial instrument classified as a derivative asset (liability) after deduction of derivative liability (asset) using recurring unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3). Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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