Stockholders' Equity (Details) - Schedule of fair value assumptions - Minimum [Member] |
3 Months Ended |
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Mar. 31, 2022
$ / shares
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| Stockholders' Equity (Details) - Schedule of fair value assumptions [Line Items] | |
| Volatility weighted average | 105.45% |
| Dividend yield weighted average | 0.00% |
| Risk-free interest rate weighted average | 3.65% |
| Weighted average grant date fair value of options granted during the period (in Dollars per share) | $ 3.42 |
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- References No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Details
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