Derivative Liabilities (Details) - Schedule of black scholes option pricing model - $ / shares |
9 Months Ended | 12 Months Ended |
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Sep. 30, 2022 |
Dec. 31, 2021 |
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Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||
Expected volatility | 98.50% | |
Expected dividends | 0.00% | 0.00% |
Market Price (in Dollars per share) | $ 0.67 | $ 3.9 |
Minimum [Member] | ||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||
Risk-free interest rate | 4.16% | 0.85% |
Expected term in years | 1 year 10 months 2 days | 2 years 7 months 2 days |
Expected volatility | 76.00% | |
Maximum [Member] | ||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||
Risk-free interest rate | 4.24% | 1.14% |
Expected term in years | 3 years 4 months 24 days | 4 years 1 month 24 days |
Expected volatility | 95.00% |
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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. No definition available.
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- Definition Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price). No definition available.
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- Definition Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. No definition available.
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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 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 Price of a single share of a number of saleable stocks of a company. No definition available.
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