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Stock-Based Compensation (Details) - Schedule of Weighted-Average Assumptions Used in the Black-Scholes Option-Pricing Model
3 Months Ended 6 Months Ended
Mar. 31, 2024
Mar. 31, 2023
Mar. 31, 2024
Mar. 31, 2023
Schedule of Weighted-Average Assumptions Used in the Black-Scholes Option-Pricing Model [Abstract]        
Expected stock price volatility 111.70% 58.10% 111.90% 55.50%
Expected life of options (years) 6 years 5 years 3 months 18 days 6 years 1 month 6 days 5 years 2 months 12 days
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 4.30% 3.70% 4.60% 3.90%