Value of outstanding nonredeemable convertible preferred stock or outstanding convertible preferred stock that is redeemable solely at the option of the issuer.

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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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-Topic 718
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The estimated measure of the maximum 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 estimated measure of the minimum 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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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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

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Fair Value of Financial Instruments - Schedule of fair value of the warrant liabilities is estimated using the Black-Scholes option pricing model (Details) - USD ($)		12 Months Ended
	May 23, 2023	Dec. 31, 2024	Dec. 31, 2023
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Expected volatility		72.40%	68.10%
Risk-free interest rate		3.50%	4.10%
Expected term (in years)		6 years	6 years
Warrant Liabilities
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Expected volatility, minimum	68.00%
Expected volatility, maximum	70.00%
Risk-free interest rate, minimum	4.10%
Risk-free interest rate, maximum	4.28%
Fair value of Series C convertible preferred stock	$ 1,890
Minimum [Member] \| Warrant Liabilities
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Expected term (in years)	2 years
Maximum [Member] \| Warrant Liabilities
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Expected term (in years)	2 years 7 months 6 days