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Financial Instruments Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2022
Financial Instruments Fair Value Measurements  
Schedule of fair value of warrants estimated using Black-Scholes pricing model, assumptions

    

At September 30, 2022

 

Stock price

$

2.89

Expiration term (in years)

 

4.99

Volatility

 

125.0

%

Risk-free rate

 

4.1

%

Dividend yield

 

0.0

%