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Warrants and derivative liability (Tables)
6 Months Ended
Jun. 30, 2022
Class of Warrant or Right [Line Items]  
Schedule of fair value of the warrants or rights

June 30, 

December 31,

2022

2021

Expected volatility

 

97

%

95

%

Expected dividends

 

None

None

Expected term

 

5.00 Years

5.00 Years

Risk-free rate

 

3.01

%

1.26

%

Schedule of reconciliation of liabilities with significant unobservable inputs

Additional

Warrants

Balance at December 31, 2021

$

331

Fair value of Additional Warrant Derivative Liability issued during the period

 

Change in fair value

(109)

Derecognition

 

(206)

Balance at June 30, 2022

$

16

Loan agreement  
Class of Warrant or Right [Line Items]  
Schedule of fair value of the warrants or rights

First Tranche

Second Tranche

Term Loan

Term Loan

Expected volatility

 

95

%

93

%

Expected dividends

 

None

None

Expected term

 

5.00 Years

5.00 Years

Risk-free rate

 

0.81

%

2.10

%