Company: HURA
Filing Date: 2025-09-18
Form Type: S-1/A
Source: 0001193125-25-207395
Chunk: 336

Company: TuHURA Biosciences, Inc./NV
Filing Date: 2025-09-18
Form: S-1/A
Chunk 336
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 of 0.0 %, volatility of 120.4 % and a risk free rate of 4.15 % resulting in an estimated valuation of approximately $ 1,600,000 .

Warrants exercised

There were 641,850 warrants that were exercised in August and September 2024 and 4,730 warrants that were exercised in December 2024 with proceeds in the amount of $ 1,944,765 . All outstanding warrants entitled the holder thereof to purchase one shares of Company common stock.

F- 90

TUHURA BIOSCIENCES, INC AND SUBSIDIARIES Notes to the consolidated financial statements For the years ended December 31, 2024, and 2023

Note 13-Stockoption plans

Stock options

The Company uses the Black-Scholes option pricing model to estimate the fair value of stock-based awards on the date of grant. The assumptions employed in the calculation of the fair value of share-based compensation expense were calculated as follows for all periods presented:

|                           |     |   |         2024 |   |     |   |        2023 |   |
|:--------------------------|:----|:--|-------------:|:--|:----|:--|------------:|:--|
| Common stock fair value   |     | $ |         4.76 |   |     | $ |        3.69 |   |
| Risk free interest rate   |     |   | 4.10% - 4.35 | % |     |   | 4.05% -4.89 | % |
| Expected dividend yield   |     |   |            0 | % |     |   |           0 | % |
| Expected term             |     |   |    6.0 years |   |     |   |   4.9 years |   |
| Expected stock volatility |     |   | 100.1%—103.0 | % |     |   |  91.9%—99.7 | % |

Below is a summary of stock option activity for the year ending December 31, 2024:

|                                                  |     | Number ofoptions |           |   |     | WeightedAverageExercise Price |          |     | WeightedAverageContractual Life |            |
|:-------------------------------------------------|:----|:-----------------|----------:|:--|:----|:------------------------------|---------:|:----|