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Fair Value Measurements (Tables) | 9 Months Ended
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Sep. 30, 2023
Fair Value Disclosures [Abstract] |
Schedule of rollforward of assets and liabilities measured at fair value | The following table presents a rollforward for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) (in thousands):
| Nine Months Ended September 30, 2023 |  | Twelve Months Ended December 31, 2022
Balance at beginning of period, January 1, 2023 and 2022, respectively | $ | (122) |  |  | $ | (880) |
Issuance of embedded derivative within the 2023 Funding Agreement | (341) |  |  | — |
Derivative adjustment related to conversions | — |  |  | 1,563 |
Derivative adjustment related to extinguishment of debt | 122 |  |  | — |
Unrealized gain (loss), included in derivative gain (loss) and other | 243 |  |  | (805) |
Balance at end of period, September 30, 2023 and December 31, 2022, respectively | $ | (98) |  |  | $ | (122) |
Schedule of significant quantitative Level 3 inputs utilized | The total fair value of these shares was $19.0 million and computed using the following assumptions on the transaction date:
| Underlying Stock Price and Exercise Price |  | Term (Years) |  | Volatility |  | Risk-Free Interest Rate
Fair Value of Consideration | $ | 1.13 |  |  | 0.5 |  | 74.5 | % |  | 5.52 | %
The Monte Carlo simulation was computed using the following assumptions:
| Risk-Free Interest Rate |  | Stock Price Volatility |  | Market Price of Common Stock
Fair Value of RSUs | 4.73 | % |  | 80.00 | % |  | $ | 1.29 |

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- Definition Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (bbb) -SubTopic 10 -Topic 820 -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
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- Definition Tabular disclosure of the amount of gains or losses for the period included in earnings or resulted in a change to net assets, have arisen from the use of significant unobservable inputs (level 3) to measure the fair value of assets, liabilities, and financial instruments classified in shareholders' equity. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
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