XML 40 R29.htm IDEA: XBRL DOCUMENT v3.23.2
Stockholders’ Equity (Tables)
6 Months Ended
Jun. 30, 2023
Equity [Abstract]  
Schedule of Fair Value Inputs
Key assumptions for the Black-Scholes model used to determine the fair value of warrants outstanding as of June 30, 2023 were as follows:
Warrant term (years)3.12
Volatility98.90 %
Risk-free rate4.42 %
Dividend yield0.00 %
The significant inputs into the Black-Scholes valuation model at February 23, 2023 (the initial recognition date) is as follows:
Warrant term (years)5.51
Volatility85.00 %
Risk-free rate4.03 %
Dividend yield0.00 %