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Stockholders' Equity/(Deficit) (Tables) | 6 Months Ended
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Jun. 30, 2023
Federal Home Loan Banks [Abstract] |
Summary of Options Valued in Estimated on Date of Grant Using Black-Scholes Option-Pricing Model with Following Assumptions Used for Grants Issued | The value of the stock options granted was determined using the Black-Scholes-Merton option-pricing model, which values options based on the stock price at the grant date, the expected life of the option, the estimated volatility of the stock, the expected dividend payments, and the risk-free interest rate over the life of the option. The options were valued with the following assumptions used for grants issued in the table below. Expected volatilities are based on historical volatility of the Company’s stock as well as other companies operating similar businesses. The expected term (in years) is determined using historical data to estimate option exercise patterns. The expected dividend yield is based on the annualized dividend rate over the vesting period. The risk-free interest rate is based on the rate for US Treasury bonds commensurate with the expected term of the granted option.
﻿ | May 24, 2023 |  |  | June 9, 2023 |
Risk free interest rate |  | 3.76 | % |  |  | 3.92 | %
Expected life | 5 years |  |  | 5 years |
Expected volatility |  | 65.12 | % |  |  | 65.20 | %
Expected dividend yield | — |  |  | — |
Grant-date fair value | 1.72 |  |  | 2.04 |

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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 + Details
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