Stockholders' Equity (Deficit) (Tables)

9 Months Ended

Sep. 30, 2024

Equity [Abstract]

Schedule of Fair Value Inputs

Key assumptions for the Black-Scholes model used to determine the fair value of warrants outstanding as of each period end were as follows:

	September 30, 2024		December 31, 2023
Warrant term (years)	1.87		2.61
Volatility	177.23	%	113.50	%
Risk-free rate	3.70	%	4.05	%
Dividend yield	0.00	%	0.00	%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:

	Class A Warrants		Class B Warrants		Placement Agent Warrants
Warrant term (years)	5.50		1.50		1.49
Volatility	97.50	%	97.50	%	97.50	%
Risk-free rate	3.46	%	3.79	%	3.79	%
Dividend yield	—	%	—	%	—	%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:

Warrant term (years)	5.00
Volatility	95.00	%
Risk-free rate	4.33	%
Dividend yield	—	%

The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:

	Pre Modification		Post Modification
Warrant term (years)	4.87		5.00
Volatility	95.00	%	95.00	%
Risk-free rate	4.22	%	4.21	%
Dividend yield	—	%	—	%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:

Warrant term (years)	5.00
Volatility	97.50	%
Risk-free rate	4.02	%
Dividend yield	—	%

The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:

	Pre Modification		Post Modification
Warrant term (years)	4.83		5.00
Volatility	97.50	%	97.50	%
Risk-free rate	3.85	%	3.84	%
Dividend yield	—	%	—	%