Company: SATLW
Filing Date: 2025-11-10
Form Type: 10-Q
Source: 0001874315-25-000019
Chunk: 102

Company: Satellogic Inc.
Filing Date: 2025-11-10
Form: 10-Q
Item: Item 8
Chunk 102
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 Liabilities$8.63 Warrants liability$2,889 $— $— PIPE Warrant liability— — 337 Liberty Warrants and Liberty Advisory Fee Warrant liability— — 6,874 Total Warrant Liabilities$2,889 $— $7,211 Sponsor Earnout liability$— $— $1,319 Secured Convertible Notes$— $— $88,970 As of December 31, 2024Fair value measurement usingFinancial instrumentsQuoted prices in active markets (Level 1)Significant observable inputs (Level 2)Significant unobservable inputs (Level 3)AssetsOS Warrants$— $— $322 Liabilities$8.63 Warrants liability$3,028 $— $— PIPE Warrant liability— — 471 Liberty Warrants and Liberty Advisory Fee Warrant liability— — 8,012 Total Warrant Liabilities$3,028 $— $8,483 Sponsor Earnout Liability$— $— $1,501 Secured Convertible Notes$— $— $79,070 The following methods and assumptions were used to estimate the fair values at September 30, 2025:•The carrying values of cash and cash equivalents, restricted cash, accounts receivable, prepaid expenses and other current assets, accounts payable, and accrued expenses and other liabilities are considered to approximate their fair values due to the short-term nature of these items. •The volatility assumption is based on the historical volatility of the Company’s and OS’s stock prices, implied volatility of the Company’s and guideline public companies’ stock prices and the risk free rate of return assumption is based on market rates. An increase in volatility and or the risk free rate of return would result in higher values for the Company’s stock warrants, the OS stock warrants.•The fair values of the OS stock warrant investment assets have been estimated using the Black-Scholes model. Significant unobservable inputs include:◦Time to expiry: 0.25 years◦Volatility: 33.4%◦Risk free rate of return: 4.0%•The fair values of the $8.63 Warrants were determined using the quoted prices in the active warrant market.

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Table of ContentsSATELLOGIC INC. Notes to Condensed Consolidated Financial Statements (in thousands