ClearPoint Neuro, Inc. Quarterly report pursuant to Section 13 or 15(d)

Derivative Liabilities (Tables)

6 Months Ended

Jun. 30, 2016

Assumptions used in calculating the fair value of the conversion feature at June 30, 2016 are as follows:

Risk free interest rates			0.65%
Volatility			60%

Assumptions used in calculating the fair value of the warrants at June 30, 2016 are as follows:

Dividend yield			0%
Expected volatility			60% – 70%
Risk free interest rates			0.45% – 0.65%
Expected remaining term (in years)			1.01 – 1.57

The fair values and the changes in fair values of derivative liabilities during the six months ended June 30, 2016 are as follows:

Balance, December 31, 2015	$	658,286
Conversion of equity warrants to liabilities		192,173
Additions from debt restructuring		659,000
Gain on change in fair value for the period		(424,045	)
Balance, June 30, 2016	$	1,085,414