Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2022

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Assumptions Used to Estimate Fair Value of Derivative Liabilities

A summary of the assumptions used in calculating estimated fair value of such derivative liabilities as of March 31, 2021 is as follows:

	As of March 31, 2021
Volatility – range		373.9	%
Risk-free rate		0.92	%
Contractual term		0.2 years
Exercise price	$	5.60
Number of warrants in aggregate		8,500

Summary of Changes in Fair Value of Derivative Financial Instruments

The following table provides a summary of the changes in fair value, including net transfers in and/or out, of the derivative financial instruments, measured at fair value on a recurring basis using significant unobservable inputs for both open and closed derivatives:

	Amount
Balance at December 31, 2020	$	321
Unrealized derivative gains included in other income/expense for the period		(199	)
Balance at March 31, 2021	$	122
Balance at December 31, 2021	$	—
Balance at March 31, 2022	$	—