Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements (Tables)

v3.20.2
Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2020
Fair Value Disclosures [Abstract]  
Fair Value Assumptions Using Black-Scholes-Merton Option Pricing Model
The table below sets forth the assumptions used within the Black-Scholes-Merton option pricing model to value the Company's warrant liabilities as of June 30, 2020:
Stock price
$
3.70

Exercise price
$
7.63

Time until expiration (years)
3.79

Expected volatility
70.0
%
Risk-free interest rate
0.3
%
Expected dividend yield
%