Fair Value Measurements - Schedule of Fair Value of the Initial Loans Based on Assumptions (Details) - Yorkville Warrants - August Convertible Debenture |
3 Months Ended |
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Mar. 31, 2024
$ / shares
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Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |
Stock price (in dollars per share) | $ 3.57 |
Risk free interest rate | 5.30% |
Interest rate | 5.00% |
Expected volatility | 150.80% |
Dividend yield | 0.00% |
Remaining term (in years) | 6 months |
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- Definition Share-Based Compensation Arrangement by Share-Based Payment Award, Fair Value Assumptions, Interest Rate No definition available.
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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