So let me just fill in the blanks: climate change puts everything at serious risk. This is because once you've lost a handful of species, it can start a chain reaction that wipes out a much larger number. Also, any large-scale impact that removes a lot of species will inevitably take out a bunch more that relied on them. The biosphere loses most or all of its specialists and collapses down to a lower, more stable structure that consists of robust generalists. We know this happens because we've seen evidence of it repeatedly in the past. A comet smacked into the Earth, wiping out a rich biosphere full of dinosaurs and leaving a few little ratlike critters. There is a very large chance that climate change will reduce the Earth to rats, roaches, dandelions, jellyfish, red algae, and other pests. Because they're durable little fuckers.
When you see "extinction threat," just fill in "everything." You'll get a much better picture. And if you don't think a little critter can have a big impact, remember the domino effect.