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Fair Value Measurements (Tables) | 3 Months Ended
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Mar. 31, 2024
Fair Value Disclosures [Abstract] |
Schedule of Fair Value Valuation Model and Assumptions | The fair value of the interest make-whole payment derivative liability was determined using a Monte Carlo model using the following key assumptions:
| March 31, 2024 |  | December 31, 2023 |  |  |  |
Volatility | 88.60 | % |  | 77.00 | % |  |  |  |
Stock price | $2.80 per share |  | $2.20 per share |  |  |  |
Credit spread | 85.09 | % |  | 92.20 | % |  |  |  |
Term | 1.09 years |  | 1.34 years |  |  |  |
Dividend yield | — | % |  | — | % |  |  |  |
Risk-free rate | 4.99 | % |  | 4.60 | % |  |  |  |

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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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