XML 75 R37.htm IDEA: XBRL DOCUMENT v3.24.1
Common Stock Warrants (Tables)
12 Months Ended
Dec. 31, 2023
Share-Based Payment Arrangement [Abstract]  
Summary of Fair Value of Replacement Warrants Black-Scholes Option Pricing Model

The fair value of the Replacement Warrants was determined using the Black-Scholes option-pricing model and the following assumptions:

 

 

As of August 23, 2023

Expected volatility

 

95.0%

Risk-free interest rate

 

 

4.36

%

-

4.50%

Expected dividend yield

 

0.00%

Expected term (in years)

 

3.93

 

-

4.94