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Stock-Based Compensation (Tables)

3 Months Ended

Mar. 31, 2025

Share-Based Payment Arrangement [Abstract]

Schedule of Weighted Average Assumptions

The weighted average assumptions used in the Black-Scholes model for option grants to employees and directors are presented below:

			Three Months Ended March 31,
			2025						2024
Risk-free interest rate			4.07%						4.21%
Expected volatility			107%						105%
Expected life in years			5.6						5.5
Dividend yield			—						—

Schedule of Significant Assumption Used in Monte Carlo Simulation Method

The significant assumptions used in the Monte Carlo simulation method were as follows:

Risk-free interest rate			4.60%
Expected volatility			90%
Expected life in years			3.61
Dividend yield			—

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- Definition

Schedule Of Share-Based Payment Award, Equity Instruments Other Than Options, Valuation Assumptions

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- Definition

Tabular disclosure of the significant assumptions used during the year to estimate the fair value of stock options, including, but not limited to: (a) expected term of share options and similar instruments, (b) expected volatility of the entity's shares, (c) expected dividends, (d) risk-free rate(s), and (e) discount for post-vesting restrictions.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Topic 718
-SubTopic 10
-Subparagraph (f)(2)
-Name Accounting Standards Codification
-Paragraph 2
-Section 50
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480429/718-10-50-2

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