Stockholders' Equity (Details) - Schedule of estimated using the black scholes valuation method assumptions |
12 Months Ended |
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Dec. 31, 2021 | |
Stockholders' Equity (Details) - Schedule of estimated using the black scholes valuation method assumptions [Line Items] | |
Risk free interest rate | 0.40% |
Expected term (years) | 5 years 3 months 7 days |
Expected volatility | 100.00% |
Expected dividends | 0.00% |
Minimum [Member] | |
Stockholders' Equity (Details) - Schedule of estimated using the black scholes valuation method assumptions [Line Items] | |
Risk free interest rate | 0.75% |
Expected term (years) | 5 years 7 months 9 days |
Expected volatility | 84.00% |
Maximum [Member] | |
Stockholders' Equity (Details) - Schedule of estimated using the black scholes valuation method assumptions [Line Items] | |
Risk free interest rate | 1.36% |
Expected term (years) | 6 years 3 days |
Expected volatility | 98.50% |
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- References No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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