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Fair Value Measurements (Tables)

3 Months Ended

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

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- References

No definition available.

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