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v3.22.2.2

Fair Value Measurements (Details) - Schedule of valued using the compound option pricing model - $ / shares | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2022 | Dec. 31, 2021 | Dec. 20, 2021 | Dec. 31, 2020 | Dec. 31, 2019
Exercise price |  |  |  | $ 1.16 | $ 1.16
Risk-free rate |  |  |  | 0.53% |
Volatility |  |  |  | 90.00% |
Dividend yield |  |  |  | 0.00% | 0.00%
Vicker's Vantage |  |  |  |  |
Underlying warrant value | $ 0 | $ 0.0103 | $ 0.0281 |  |
Exercise price | 0.75 | 0.75 | 0.75 |  |
Holding period | $ 0.5 | $ 0.28 | $ 0.31 |  |
Risk-free rate | 4.03% | 1.28% | 1.19% |  |
Volatility | 5.30% | 8.30% | 9.30% |  |
Dividend yield | 0.00% | 0.00% | 0.00% |  |

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- Definition Holding period return is the total return received from holding an asset or portfolio of assets over a period of time, generally expressed as a percentage. + References No definition available. + Details
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- Definition Underlying warrant value + References No definition available. + Details
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. + References No definition available. + Details
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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iii) -URI https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901 + Details
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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(ii) -URI https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901 + Details
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iv) -URI https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901 + Details
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- Details
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