Derivative Liabilities (Details) - Schedule of Option Pricing Models |
9 Months Ended | 12 Months Ended |
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Sep. 30, 2023 |
Dec. 31, 2022 |
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Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||
Expected term in years | 5 years 2 months 4 days | |
Expected dividends | 0.00% | 0.00% |
Market Price | 0.61% | 3.39% |
Minimum [Member] | ||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||
Risk-free interest rate | 4.94% | 2.30% |
Expected term in years | 10 months 2 days | 1 year 7 months 2 days |
Expected volatility | 100.00% | 76.00% |
Maximum [Member] | ||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||
Risk-free interest rate | 5.50% | 4.50% |
Expected term in years | 2 years 4 months 24 days | 3 years 10 months 24 days |
Expected volatility | 110.00% | 105.00% |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition Discount rate from fair value on offering date that participants pay for shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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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://www.xbrl.org/2003/role/disclosureRef
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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://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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://www.xbrl.org/2003/role/disclosureRef
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