XML 34 R24.htm IDEA: XBRL DOCUMENT v3.24.2.u1
Warrant Liabilities (Tables)
6 Months Ended
Jun. 30, 2024
Warrants and Rights Note Disclosure [Abstract]  
Schedule of Assumptions Utilized Below are the specific assumptions utilized (unaudited, except for December 31, 2023):
Notes Warrants
June 30, 2024
December 31, 2023
Common Stock market price
$2.21 $6.64 
Risk-free interest rate4.5 %4.1 %
Expected dividend yield— — 
Expected term (in years)3.12 3.61 
Expected volatility75.6 %66.8 %

Additional WarrantsJune 30, 2024
December 31, 2023
Common Stock market price
$2.21 $6.64 
Risk-free interest rate4.4 %4.1 %
Expected dividend yield— — 
Expected term (in years)3.62 4.12 
Expected volatility73.7 %68.7 %