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Debt (Related Party) (Tables)
9 Months Ended 12 Months Ended
Sep. 30, 2025
Dec. 31, 2024
Debt (Related Party) [Line Items]    
Schedule of Black-Scholes option model to estimate the fair value

The Company uses the Black-Scholes option model to estimate the fair value of the Term Loan Warrants immediately prior to modification and immediately after in connection with the Voting and Extension Agreement. In applying the Black-Scholes option model, the Company used the following assumptions:

 

   Assumptions 
   Pre-Modification   Post-Modification 
Risk-free rate   3.6% - 4.0%    3.6% 
Expected dividend yield   0%    0% 
Expected term (years)   0.48 - 1.81     3.32 
Expected volatility   63.0% - 147.0%    113.0% 
Exercise price    $1.24 - $3.05     $1.24 - $3.05 
Stock Price   $1.35    $1.35 

The Company uses the Black-Scholes option model to estimate the fair value of stock options. In applying the Black-Scholes option model, the Company used the following assumptions in the valuation of options granted in 2024 and 2023: 

    2024    2023 
Expected volatility   66.0% - 75.3%   72.4% - 73.8%
Expected dividend yield   
    
 
Expected life (years)   6.08 - 6.25    5.77 - 6.25 
Risk-free rate   3.9% - 4.4%   4.3% - 4.7%
Term Loans [Member]    
Debt (Related Party) [Line Items]    
Schedule of Valuation of Term Loans The Company used the following inputs in the valuation of Term Loans issued during the nine months ended September 30, 2025 and 2024:
   Nine Months Ended September 30, 
   2025   2024 
Principal  $10,000   $12,500 
Coupon rate   8.0%   8.0%
Issuance date   3/11/2025 - 6/26/2025    3/4/2024 – 8/27/2024 
Interest type   Fixed rate    Fixed rate 
Payment frequency   Maturity    Maturity 
Interest day count   Actual / 365    Actual / 365 
Maturity   3/6/2030    2/27/2029 – 8/27/2029 
Market rate (1)   11.7% - 16.4%     7.8% - 10.6% 
 
Warrant [Member]    
Debt (Related Party) [Line Items]    
Schedule of Valuation of Term Loans In applying the Black-Scholes option model, the Company used the following assumptions in the valuation of warrants issued during the nine months ended September 30, 2025 and 2024:
   Nine Months Ended September 30, 
   2025   2024 
Risk-free rate   3.7% - 3.9%    4.6% - 4.9% 
Expected dividend yield   0%    0% 
Expected term (years)   2.0    2.0 
Expected volatility   136.0% - 144.0%    42.4% - 45.8% 
Stock price and warrant exercise price   $1.35 - $1.48    $1.24 - $3.04 

The fair value of the warrants issued in connection with the 2024 Term Loans is estimated using the Black-Scholes option model using the following key inputs during the year ended December 31, 2024:

 

    Year Ended
December 31,
2024
 
Risk-free interest rate   3.8% - 4.9% 
Expected term (years)   1.77 - 2.00 
Volatility   42.0% - 49.0% 
Stock price   $1.24 - $3.05