Warrants (Tables)

6 Months Ended

Jun. 30, 2022

Class of Warrant or Right [Line Items]

Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model

The fair value of the stock options was estimated using the Black-Scholes option pricing model with the following assumptions:

Volatility	70.5	%
Expected term (years)	6.11
Risk-free interest rate	1.92	%
Expected dividend yield	0.0	%

Rollover Warrants [Member]

Class of Warrant or Right [Line Items]

Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model

The fair value of the Rollover Warrants was estimated using the Black-Scholes option pricing model with the following assumptions:

Volatility	115	%
Expected term (years)	6
Risk-free interest rate	0.85
Expected dividend yield	—

Common Warrants [Member]

Class of Warrant or Right [Line Items]

Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model

The fair value of the warrants was estimated using the Black-Scholes option pricing model with the following assumptions:

Volatility	47	%
Expected term (years)	5
Risk-free interest rate	1.54
Expected dividend yield	—

Placement Agent Warrants [Member]

Class of Warrant or Right [Line Items]

Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model

The fair value of the warrants was estimated using the Black-Scholes option pricing model with the following assumptions:

Volatility	47	%
Expected term (years)	5
Risk-free interest rate	1.54
Expected dividend yield	—