Stockholders' Equity (Details) - Schedule of assumptions used in the black scholes valuation method |
3 Months Ended |
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Mar. 31, 2022
USD ($)
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Stockholders' Equity (Details) - Schedule of assumptions used in the black scholes valuation method [Line Items] | |
Risk-free interest rate | 0.75% |
Expected volatility | 100.00% |
Expected dividends | $ 0 |
Minimum [Member] | |
Stockholders' Equity (Details) - Schedule of assumptions used in the black scholes valuation method [Line Items] | |
Expected term in years | 5 years 3 months 7 days |
Maximum [Member] | |
Stockholders' Equity (Details) - Schedule of assumptions used in the black scholes valuation method [Line Items] | |
Expected term in years | 5 years 4 months 17 days |
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- References No definition available.
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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 Disclosure of the weighted average expected dividend for an entity using a valuation technique with different dividend rates during the contractual term. 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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