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Stockholders’ Equity (Tables)
 6 Months Ended
Jun. 30, 2024
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 each period end were as follows:
June 30, 2024December 31, 2023
Warrant term (years)2.122.61
Volatility156.93 %113.50 %
Risk-free rate4.57 %4.05 %
Dividend yield0.00 %0.00 %
The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
Warrant term (years)5.00
Volatility95.00 %
Risk-free rate4.33 %
Dividend yield— %
The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:
Pre ModificationPost Modification
Warrant term (years)4.875.00
Volatility95.00 %95.00 %
Risk-free rate4.22 %4.21 %
Dividend yield— %— %
The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
Warrant term (years)5.00
Volatility97.50 %
Risk-free rate4.02 %
Dividend yield— %
The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:
Pre ModificationPost Modification
Warrant term (years)4.835.00
Volatility97.50 %97.50 %
Risk-free rate3.85 %3.84 %
Dividend yield— %— %