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Fair Value Measurement (Tables)
 3 Months Ended
Mar. 31, 2022
Fair Value Disclosures [Abstract]  
Assumptions Used for Determining Fair Values of Common Stock Warrants The fair value of the warrants was estimated using a Black-Scholes model with the following assumptions:

Beginning stock price

$

3.00

 

Exercise price

$

3.495

 

Expected dividend yield

 

0.00

%

Discount rate-bond equivalent yield

 

1.66

%

Expected life (in years)

 

5.50

 

Expected volatility

 

150.33

%