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Derivative Liabilities (Details) - Schedule of black scholes option pricing model - $ / shares | 6 Months Ended
--- | ---
Jun. 30, 2022 | Dec. 31, 2021
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] |  |
Expected volatility |  | 98.50%
Expected dividends | 0.00% | 0.00%
Market Price (in Dollars per share) | $ 0.85 | $ 3.9
Minimum [Member] |  |
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] |  |
Risk-free interest rate | 2.90% | 0.85%
Expected term in years | 2 years 1 month 2 days | 2 years 7 months 2 days
Expected volatility | 91.00% |
Maximum [Member] |  |
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] |  |
Risk-free interest rate | 3.00% | 1.14%
Expected term in years | 3 years 7 months 24 days | 4 years 1 month 24 days
Expected volatility | 91.50% |

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- Definition Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Details
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