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Stockholders' Equity (Deficit) (Tables)

12 Months Ended

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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- References

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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

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