Company: MVIS
Filing Date: 2025-11-12
Form Type: 10-Q
Source: 0001493152-25-021931
Chunk: 152

Company: MICROVISION, INC.
Filing Date: 2025-11-12
Form: 10-Q
Item: Part I, Item 1
Chunk 152
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    2024 

    Three Months Ended  
    Nine Months Ended 

    September 30,  
    September 30, 
  
    (in thousands) 
    2025  
    2024  
    2025  
    2024 
  
    Unrealized (loss) gain on warrant liability 
    $(326) 
    $-  
    $2,238  
    $- 

    16

Interest
expense of $7.3 million representing the discount on the transaction was recorded on the condensed consolidated financial statements
for the nine months ended September 30, 2025.

The
valuation inputs hierarchy classification for liabilities measured at fair value on a recurring basis are summarized below as of September
30, 2025 and December 31, 2024 (in thousands). See Note 5. Investment Securities, Available-For-Sale and Fair Value Measurements,
for discussion of the fair value level hierarchy.

 SCHEDULE
OF HIERARCHY WARRANT LIABILITIES FAIR VALUE

    As of September 30, 2025 
    Level 1  
    Level 2  
    Level 3 
  
    Warrant liability 
    $-  
    $-  
    $4,059 
  
    Total 
    $-  
    $-  
    $4,059 

    As of December 31, 2024 
     Level 1  
     Level
2  
     Level
3 
  
    Warrant liability 
    $-  
    $-  
    $- 
  
    Total 
    $-  
    $-  
    $- 

The
fair value of the warrants is measured using the Black-Scholes option pricing model as of the measurement dates. The table below lists
the inputs and assumptions for the Company’s valuations as of September 30, 2025 and upon initial measurement as of February 4,
2025:

 SCHEDULE
OF INPUTS AND ASSUMPTIONS FOR COMPANY’S VALUATIONS

    September
30,  
    February
4, 

    2025  
    2025 
  
    Expected term (years) 
     4.9  
     5.5 
  
    Risk-free interest rate 
     3.73% 
     4.34%
  
    Div