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Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2021
Financial Instruments [Abstract]  
Financial Instruments -Schedule of Range of Assumptions Used to Determine Fair Value of Warrant Liability

The range of assumptions used to determine the fair value of the warrant liability through August 19, 2020 were as follows:

Dividend yield

    

0.0

%

Expected volatility

 

54.2% - 68.8

%

Risk-free interest rate

 

0.17% - 1.56

%

Lack of marketability discount

 

0.0

%

Expected term (years)

 

1 - 4.5