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v3.23.3

Note 11 - Warrant Liability (Tables) | 9 Months Ended
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Sep. 30, 2023
Notes Tables |
Schedule of Derivative Instruments [Table Text Block] |
|  | Series B-1 Warrants |  |  | Series B-2 Warrants |
Stock price |  | $ | 0.72 |  |  | $ | 0.72 |
Expected price volatility |  |  | 80.1 | % |  |  | 80.1 | %
Expected term (in years) |  |  | 5.1 |  |  |  | 2.1 |
Risk-free interest rate |  |  | 3.60 | % |  |  | 4.04 | %
Dividend yield |  |  | 0.00 | % |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 0.40 |  |  | $ | 0.22 |
|  | Series B-1 Warrants |  |  | Series B-2 Warrants |
Stock price |  | $ | 0.68 |  |  | $ | 0.68 |
Expected price volatility |  |  | 77.6 | % |  |  | 77.6 | %
Expected term (in years) |  |  | 5.0 |  |  |  | 2.0 |
Risk-free interest rate |  |  | 3.92 | % |  |  | 4.59 | %
Dividend yield |  |  | 0.00 | % |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 0.36 |  |  | $ | 0.18 |
Expected price volatility |  |  | 79.6 | %
Expected term (in years) |  |  | 6.0 |
Risk-free interest rate |  |  | 3.43 | %
Dividend yield |  |  | 0.0 | %
Weighted-average fair value of warrants |  | $ | 4.55 |
Expected price volatility |  |  | 79.5 | %
Expected term (in years) |  |  | 5.8 |
Risk-free interest rate |  |  | 3.93 | %
Dividend yield |  |  | 0.0 | %
Weighted-average fair value of warrants |  | $ | 1.40 |
Expected price volatility |  |  | 87 | %
Expected term (in years) |  |  | 6.0 |
Risk-free interest rate |  |  | 1.31 | %
Dividend yield |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 8.75 |
Expected price volatility |  |  | 91 | %
Expected term (in years) |  |  | 6.0 |
Risk-free interest rate |  |  | 1.65 | %
Dividend yield |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 7.00 |
Expected price volatility |  |  | 79.6 | %
Expected term (in years) |  |  | 6.0 |
Risk-free interest rate |  |  | 3.43 | %
Dividend yield |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 4.55 |
Expected price volatility |  |  | 79.5 | %
Expected term (in years) |  |  | 5.8 |
Risk-free interest rate |  |  | 3.93 | %
Dividend yield |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 1.40 |
Expected price volatility |  |  | 79.6 | %
Expected term (in years) |  |  | 3.4 |
Risk-free interest rate |  |  | 3.58 | %
Dividend yield |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 3.50 |
Expected price volatility |  |  | 79.5 | %
Expected term (in years) |  |  | 3.2 |
Risk-free interest rate |  |  | 4.15 | %
Dividend yield |  |  | 0.00 | %
Weighted-average fair value of warrants |  | $ | 1.05 |

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- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 50 -Paragraph 2 -SubTopic 10 -Topic 815 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-2 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1A Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1B Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-8 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4B Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1 Reference 7: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4 Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-5 Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4C + Details
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