Company: MVIS
Filing Date: 2025-05-12
Form Type: 10-Q
Source: 0001641172-25-009765
Chunk: 199

Company: MICROVISION, INC.
Filing Date: 2025-05-12
Form: 10-Q
Item: Part I, Item 8
Chunk 199
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 on warrant liability 
    $1,761  
    $     - 
  
    Total 
    $1,761  
    $- 

Interest
expense of $7.3 million representing the discount on the transaction was recorded on the condensed consolidated financial statements
for the three months ended March 31, 2025.

The
valuation inputs hierarchy classification for liabilities measured at fair value on a recurring basis are summarized below as of March
31, 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 March 31, 2025 
    Level
    1  
    Level
    2  
    Level
    3 
  
    Warrant
    liability 
    $    -  
    $    -  
    $4,536 
  
    Total 
    $-  
    $-  
    $4,536 

    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 March 31, 2025 and upon initial measurement as of February 4, 2025:

 SCHEDULE
OF INPUTS AND ASSUMPTIONS FOR COMPANY’S VALUATIONS

    March
    31,  
    February
    4, 

    2025  
    2025 
  
    Expected term
    (years) 
     5.3  
     5.5 
  
    Risk-free interest rate 
     3.98% 
     4.34%
  
    Dividend yield 
     0% 
     0%
  
    Volatility 
     78.07% 
     80.14%

8.
FINANCIAL STATEMENT