Cocrystal(COCP) - 2023 Q2 - Quarterly Report

CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS (unaudited) (in thousands, except per share data) 1. Organization and Business Segments Level 2 — other significant observable inputs for the assets or liabilities through corroboration with market data at the measurement date. Use of the Black-Scholes option pricing model requires the input of subjective assumptions including expected volatility, expected term, and a risk-free interest rate. The Company estimates volatility using a blend of its own historical ...