XML 52 R37.htm IDEA: XBRL DOCUMENT
v3.24.2.u1

Warrant Liabilities (Tables) | 6 Months Ended
--- | ---
Jun. 30, 2024
Warrant Liabilities [Abstract] |
Schedule of Fair Value of the Warrants | The following are the assumptions used in calculating fair value of the Warrants on the date of issuance:
Trading price of common stock on measurement date |  | $ | 0.82 |
Exercise price |  | $ | 1.50 |
Risk free interest rate |  |  | 4.14 | %
Warrant life in years |  |  | 10.0 |
Expected volatility |  |  | 88.62 | %
Expected dividend yield |  |  | — |
Probability of an event causing a warrant re-price |  |  | 25.0 | %
The following are the assumptions used in calculating fair value of the Warrants on June 30, 2024:
Trading price of common stock on measurement date |  | $ | 1.04 |
Exercise price |  | $ | 1.50 |
Risk free interest rate |  |  | 4.36 | %
Warrant life in years |  |  | 9.6 |
Expected volatility |  |  | 89.24 | %
Expected dividend yield |  |  | — |
Probability of an event causing a warrant re-price |  |  | 25.0 | %

X
- References No definition available. + Details
Name: | us-gaap_DerivativeLiabilitiesAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of derivative liabilities at fair value. + References No definition available. + Details
Name: | us-gaap_ScheduleOfDerivativeLiabilitiesAtFairValueTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration