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Fair Value Measurements - Schedule of Fair Market Valuation of Warrants (Details) - Level 3
Sep. 30, 2022
Risk-free Rate  
Fair market valuation of warrants line items  
Valuation input 0.0406 [1]
Expected Term  
Fair market valuation of warrants line items  
Warrants term 4 years 11 months 15 days
Stock Price  
Fair market valuation of warrants line items  
Valuation input 0.78 [2]
Strike Price  
Fair market valuation of warrants line items  
Valuation input 1.88 [3]
Common Stock Volatility  
Fair market valuation of warrants line items  
Valuation input 0.7993 [4]
[1] Based on the U.S. Treasury yield curve, with terms commensurate with the expected term of the warrants.
[2] The closing price of the Company's common stock on the last trading day of the quarter ended September 30, 2022.
[3] As per the agreement for the warrant.
[4] Expected volatility based on historical volatility of the Company's peer companies that are commensurate with the expected term of the warrants.