CYTORI THERAPEUTICS, INC.
| 2013 | FY |
The warrants were not traded in an active securities market, and as such, we estimated the fair value of these warrants using an option pricing model with the following assumptions:
As of
December 31, 2012
Expected term
0.61 years
Common stock market price
$
2.80
Risk-free interest rate
0.11
%
Expected volatility
73.88
%
Resulting fair value (per warrant)
$
0.20
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