Company: SHPH
Filing Date: 2025-01-15
Form Type: S-1
Source: 0001493152-25-002253
Chunk: 234

Company: Shuttle Pharmaceuticals Holdings, Inc.
Filing Date: 2025-01-15
Form: S-1
Chunk 234
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 below:

Schedule of Derivative Key Valuation Inputs

| 2022 Convertible Notes derivative key valuation inputs* 
 Estimated IPO date                                      
 Probability of default                                  
 Probability of IPO or Alternative Liquidity Event       
 Probability of Maturity                                 
 Time period (years)                                     |     | Issuance Dates |  8/31/2022 
         50 
         45 
          5 
 1.00 years | % 
 % 
 % |     | Settlement Date |   9/2/2022 
          — 
        100 
          — 
 0.00 years | % 
 % 
 % |
|:--------------------------------------------------------|:----|:---------------|-----------:|:--|:----|:----------------|-----------:|:--|
| Estimated fair value                                    |     | $              |     31,000 |   |     | $               |     75,000 |   |

The following table summarizes the changes in the derivative liabilities:

Schedule of Derivative Liabilities

| Fair Value Measurements Using Significant Unobservable Inputs (Level 3) 
 Balance - December 31, 2021                                             |     | Alto Warrants |         — |   |     | Alto Acceleration Option |          — |   |
|:------------------------------------------------------------------------|:----|:--------------|----------:|:--|:----|:-------------------------|-----------:|:--|
| Addition of new derivative                                              |     |               |         — |   |     |                          |            |   |
| Loss on change in fair value                                            |     |               |         — |   |     |                          |          — |   |
| Settlements                                                             |     |               |         — |   |     |                          |            |   |
| Balance - December 31, 2022                                             |     |               |         — |   |     |                          |          — |   |
| Addition of new derivatives                                             |     |               | 1,189,000 |   |     |                          |  1,442,000 |   |
| Gain on change in fair value                                            |     |               |  (778,340 | ) |     |                          | (1,438,148 | ) |
| Balance - December 31, 2023                                             |     | $             |   410,660 |   |     | $                        |      3,852 |   |

| Fair Value Measurements Using Significant Unobservable Inputs (Level 3