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Convertible Debenture and Warrant (Tables)
6 Months Ended
Jun. 30, 2025
Convertible Debenture And Warrant  
Schedule of Fair Value Assumptions of Warrants

The fair value of the Warrant Repurchase balance and the Pre-Funded Warrant are estimated on the following dates using the Black Scholes option pricing model with the following assumptions:

 

   January 19,
2024
   March 6,
2024
   March 31,
2024
   June 30,
2024
 
Expected volatility   112.98%   90.90%   87.36%   88.06%
Expected dividends   0.00%   0.00%   0.00%   0.00%
Expected term (years)   4.08    3.92    3.90    3.63 
Risk-free rate   3.75%   4.12%   4.21%   4.33%