Convertible Notes with Warrants (November 2023 Financing) (Tables)

3 Months Ended

Mar. 31, 2024

Convertible Notes with Warrants (November 2023 Financing) [Abstract]

Fair Value Warrant and Black-Scholes Warrant Assumptions

The Series A and Series B Warrants were valued using the relative fair value method and the following Black-Scholes assumptions:

	Series A Warrants			Series B Warrants
Expected term (in years)		5			1
Risk‑free interest rate		4.55	%		5.24	%
Dividend yield		—	%		—	%
Expected volatility		104.89	%		113.84	%
Exercise price	$	1.18		$	1.48
Stock price	$	0.95		$	0.95
Black-Scholes value	$	0.55		$	0.28