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Warrants | 3 Months Ended
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Mar. 31, 2022
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Abstract] |
WARRANTS | NOTE 6 – WARRANTS: The following is a roll forward of the fair values:
|  |  | March 31, |  |  | December 31 |
|  |  | 2022 |  |  | 2021 |
| Outstanding as of beginning of period |  |  | 2,149 |  |  |  | 1,023 |
| Fair value changes |  |  | 1,058 |  |  |  | 1,031 |
| Additions |  |  | - |  |  |  | 95 |
| Outstanding as of end of period |  |  | 3,207 |  |  |  | 2,149 |
As of March 31, 2022, and December 31, 2021 the estimated fair value of the warrants was based on a hybrid valuation methodology with a weighted average that combined Option Pricing Model (OPM) and Probability Weighted Expected Return Method (PWERM) using Level 3 inputs. The valuation was performed under scenarios of an IPO estimated at 75% (2021: 37.5%) of an IPO occurring in May 2022 (2021: May 2022) and staying private estimated at 25% (2021: 62.5%), using a volatility of 58% (2021: 58%), a risk-free rate of 2.41% (2021: 0.97%) and an expected term of 0.17 years (2021: 0.4 years) in the scenario of IPO and 2.75 years (2021: 3 years) in the scenario of staying private. The Company recorded financial expenses during the three months ended March 31, 2022 and 2021 in the amount of $1,058 and $0, respectively, in connection with these warrants.

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- Definition Tabular disclosure of financial instrument classified as a derivative asset (liability) after deduction of derivative liability (asset) using recurring unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 3 -Subparagraph (b) -URI https://asc.fasb.org/extlink&oid=126976982&loc=d3e19279-110258 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c) -URI https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258 + Details
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