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Stockholders Equity - Schedule of Assumptions Used in Black-Scholes Option Pricing Model to Determine Fair Value of Stock Options Granted (Details) - Securities Purchase Agreement [Member] - $ / shares	3 Months Ended	12 Months Ended
	Mar. 31, 2025	Dec. 31, 2024
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate	3.90%	4.40%
Expected stock price volatility	100.10%	96.40%
Expected term (in years)	3 years 3 months 18 days	3 years 6 months
Share Price	$ 3.39	$ 4.14

X

- 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.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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