Company: SATLW
Filing Date: 2025-03-26
Form Type: 10-K
Source: 0001628280-25-014951
Chunk: 35

Company: Satellogic Inc.
Filing Date: 2025-03-26
Form: 10-K
Item: Item 8
Chunk 35
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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 As of December 31, 2023Fair value measurement usingFinancial instrumentsQuoted prices in active markets (Level 1)Significant observable inputs (Level 2)Significant unobservable inputs (Level 3)Liabilities$8.63 Warrants liability$681 $— $— PIPE Warrant liability— — 97 Liberty Warrants and Liberty Advisory Fee Warrant liability— — 2,017 Total Warrant Liabilities$681 $— $2,114 Sponsor Earnout Liability$— $— $419 The following methods and assumptions were used to estimate the fair values at December 31, 2024:•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 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 and the OS stock warrants that are valued using the Black-Scholes option pricing model.•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: 1 year◦Volatility: 18.6%◦Risk free rate of return: 4.2%•The fair values of the $8.63 Warrants were determined using the quoted prices in the active warrant market.•The fair values of the PIPE Warrant have been estimated using the Black-Scholes model. Significant unobservable inputs include:

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Table of ContentsSATELLOGIC INC. Notes to Consolidated Financial Statements (in thousands of U.S. dollars, except share and per share information, unless otherwise stated)