| Schedule of assumptions |
|
|
|
|
|
|
|
|
| |
|
May 24, 2023
|
|
|
August 3, 2023
|
|
| Conversion Feature Liabilities |
|
|
|
|
|
|
|
|
| Company stock price on valuation date |
|
$ |
0.70 |
|
|
$ |
0.551 |
|
| Volatility (closing prices of guideline comparable public companies) |
|
|
86.3% |
|
|
|
84.1% |
|
| Conversion price per share |
|
$ |
0.75 |
|
|
$ |
0.75 |
|
| Note term (years) |
|
|
0.76 |
|
|
|
0.56 |
|
| Risk free interest rate |
|
|
5.1% |
|
|
|
5.4% |
|
| Warrant Liabilities |
|
|
|
|
|
|
|
|
| Company stock price on valuation date |
|
$ |
0.70 |
|
|
$ |
0.551 |
|
| Volatility (closing prices of guideline comparable public companies) |
|
|
119.2% |
|
|
|
115.0% |
|
| Conversion price per share |
|
$ |
0.75 |
|
|
$ |
0.75 |
|
| Warrant term (years) |
|
|
4.25 |
|
|
|
4.06 |
|
| Risk free interest rate |
|
|
3.8% |
|
|
|
4.3% |
|