Warrant Liabilities (Tables)

9 Months Ended

Sep. 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	September 30, 2024			December 31, 2023
Common Stock market price	$	1.02		$	6.64
Risk-free interest rate	3.5		%	4.1		%
Expected dividend yield	—			—
Expected term (in years)	2.86			3.61
Expected volatility	99.0		%	66.8		%

Additional Warrants	September 30, 2024			December 31, 2023
Common Stock market price	$	1.02		$	6.64
Risk-free interest rate	3.5		%	4.1		%
Expected dividend yield	—			—
Expected term (in years)	3.37			4.12
Expected volatility	92.6		%	68.7		%