XML 50 R30.htm IDEA: XBRL DOCUMENT
v3.23.3

DERIVATIVE LIABILITIES (Tables) | 12 Months Ended
--- | ---
Sep. 30, 2023
DERIVATIVE LIABILITIES |
Fair Value Measurement Inputs and Valuation Techniques | The Company uses the Black-Scholes option pricing model to estimate fair value. The following weighted average assumptions were used to estimate the fair value of the derivative warrant liabilities on September 30, 2022: ​
​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​
​ | ​ | ​ | September 30, | ​
​ | ​ | ​ | 2022 | ​
​ | ​ | ​ | ​ | ​
Risk-free interest rate |  | ​ | 3.55 | %
Expected life |  | ​ | 0.28 | years
Expected annualized volatility |  | ​ | 73.3 | %
Dividend |  | ​ | — | ​
Liquidity discount |  | ​ | 20 | %
​

X
- References No definition available. + Details
Name: | us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- 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://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb) -URI https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration