TC BioPharm Limited Quarterly report pursuant to Section 13 or 15(d)

Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENTS (Tables)

FAIR VALUE MEASUREMENTS (Tables)

3 Months Ended

Mar. 31, 2024

SCHEDULE OF FAIR VALUE ASSETS AND LIABILITIES MEASURED ON RECURRING AND NON RECURRING BASIS

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

	March 31, 2024			December 31, 2023
Exercise price	$	100.00		$	100.00
Share price	$	1.31		$	3.17
Time to maturity		4.17 years			4.4 years
Expected volatility		90	%		90	%
Risk free interest rate (US treasury bond)		3.9	%		4.0	%
Dividend yield		-			-

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

	March 31, 2024			December 31, 2023
Exercise price	$	100.00		$	100.00
Share price	$	1.31		$	3.17
Time to maturity		1.16 years			1.4 years
Expected volatility		90	%		90	%
Risk free interest rate (US treasury bond)		4.3	%		4.0	%
Dividend yield		-			-

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

	March 31, 2024			December 31, 2023
Exercise price	$	125.00		$	125.00
Share price	$	1.31		$	3.17
Time to maturity		4.17 years			4.4 years
Expected volatility		90	%		90	%
Risk free interest rate (US treasury bond)		3.9	%		4.0	%
		-			-

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

	March 31, 2024			December 31, 2023
Exercise price	$	40.00		$	40.00
Share price	$	1.31		$	3.17
Time to maturity		3.99 years			4.2 years
Expected volatility		90	%		90	%
Risk free interest rate (US treasury bond)		4.5	%		4.0	%
Dividend yield		-			-