Company: GAME
Filing Date: 2025-04-15
Form Type: 10-K
Source: 0001641172-25-004869
Chunk: 1107

Company: GameSquare Holdings, Inc.
Filing Date: 2025-04-15
Form: 10-K
Item: Item 7
Chunk 1107
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omial lattice model with the below assumptions:

 Schedule of detailed information about fair value of convertible debentures

    December 31, 2024  
    December 15, 2024 
  
    Share price 
    $0.83  
    $0.91 
  
    Conversion price 
    $2.50  
    $2.50 
  
    Term, in years 
     4.87  
     4.92 
  
    Interest rate 
     7.50% 
     7.50%
  
    Expected volatility 
     120.00% 
     120.00%
  
    Risk-free interest rate 
     4.37% 
     4.25%
  
    Expected dividend yield 
     0% 
     0%

The
change in fair values of the Company’s convertible debentures subject to recurring remeasurement at fair value were as follows:

 Schedule of convertible debentures subject to recurring remeasurement at fair value

    Three Curve CD  
    Yorkville CD  
    King Street CD  
    Gigamoon CD  
    Total 
  
    Balance, December 31, 2021 and 2022 
    $-  
    $-  
    $-  
    $-  
    $- 
  
    Acquisition of Engine 
     2,082,304  
     -  
     5,029,029  
     -  
     7,111,333 
  
    Interest expense 
     63,288  
     -  
     360,924  
     -  
     424,212 
  
    Interest payments 
     -  
     -  
     (375,000) 
     -  
     (375,000)
  
    EB CD refinance 
     -  
     -  
     1,554,737  
     -  
     1,554,737 
  
    Change in fair value(1) 
     (638,356) 
     -  
     100,002  
     -  
     (538,354)
  
    Balance, December 31, 2023 
    $1,507,236  
    $-  
    $6,669,692  
    $-