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Stockholders' Equity (Deficit) (Tables) | 12 Months Ended
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Dec. 31, 2024
Equity [Abstract] |
Schedule of Fair Value Inputs | The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
| December Warrants | December Placement Agent Warrants
Warrant term (years) | 5 | 5
Volatility | 97.50 | % | 97.50 | %
Risk-free rate | 4.40 | % | 4.40 | %
Dividend yield | — | % | — | %
The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
| September 2024 Class A Warrants | September 2024 Class B Warrants | September 2024 Placement Agent Warrants
Warrant term (years) | 5.50 | 1.50 | 1.49
Volatility | 97.50 | % | 97.50 | % | 97.50 | %
Risk-free rate | 3.46 | % | 3.79 | % | 3.79 | %
Dividend yield | — | % | — | % | — | %
The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
Warrant term (years) | 5.00
Volatility | 97.50 | %
Risk-free rate | 4.07 | %
Dividend yield | — | %
The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:
| Pre Modification | Post Modification
Warrant term (years) | 4.87 | 5.00
Volatility | 95.00 | % | 95.00 | %
Risk-free rate | 4.22 | % | 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
Volatility | 97.50 | %
Risk-free rate | 4.02 | %
Dividend yield | — | %
The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:
| Pre Modification | Post Modification |
Warrant term (years) | 4.83 | 5.00 |
Volatility | 97.50 | % | 97.50 | % |
Risk-free rate | 3.85 | % | 3.84 | % |
Dividend yield | — | % | — | % |
The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
| November Warrants
Warrant term (years) | 5.00
Volatility | 86.00 | %
Risk-free rate | 4.60 | %
Dividend yield | 0.00 | %
The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:
| Induced Warrants
| Before Modification | After Modification
Warrant term (years) | 4.91 | 4.91
Volatility | 89.00 | % | 89.00 | %
Risk-free rate | 4.55 | % | 4.55 | %
Dividend yield | 0.00 | % | 0.00 | %
The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
| October Warrants
Warrant term (years) | 5.00
Volatility | 92.00 | %
Risk-free rate | 4.67 | %
Dividend yield | 0.00 | %
The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:
| Before Modification | After Modification
| February Class A Warrants and Series A Warrants | Series B Warrants | Modified Warrants
Warrant term (years) | 4.94 | 0.95 | 5.01
Volatility | 88.00 | % | 86.00 | % | 89.00 | %
Risk-free rate | 4.55 | % | 5.39 | % | 4.67 | %
Dividend yield | 0.00 | % | 0.00 | % | 0.00 | %
The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
| September 2023 Series A Warrants | September 2023 Series B Warrants
Warrant term (years) | 5.00 | 1.00
Volatility | 85.00 | % | 79.00 | %
Risk-free rate | 4.35 | % | 5.33 | %
Dividend yield | 0.00 | % | 0.00 | %
The significant inputs into the Black‑Scholes valuation model before and after the modification date are as follows:
| Before Modification | After Modification
Warrant term (years) | 4.97 | 5.01
Volatility | 84.00 | % | 85.00 | %
Risk-free rate | 4.40 | % | 4.33 | %
Dividend yield | 0.00 | % | 0.00 | %
The Company estimated the fair value of the February Class A Warrants using the Black-Scholes valuation model. The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:
Warrant term (years) | 5.51
Volatility | 85.00 | %
Risk-free rate | 4.03 | %
Dividend yield | 0.00 | %

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- Definition Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis. + References Reference 1: http://www.xbrl.org/2003/role/exampleRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 103 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482078/820-10-55-103 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (bbb)(2) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (bbb)(1) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 + Details
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