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Warrant Liability (Tables)
6 Months Ended
Jun. 30, 2023
Short-Term Debt [Line Items]  
Schedule of Derivative Liabilities Assumptions

 

Stock price  $$0.35 - $0.85 
Risk-free interest rate   3.62% - 3.99%
Expected volatility   120.81% - 123.61%
Expected life (in years)   5.3 
Expected dividend yield   - 
2023 Warrants [Member]  
Short-Term Debt [Line Items]  
Schedule of Derivative Liabilities Assumptions

The warrant liabilities for the Common Warrants and the Placement Agents Warrants were valued using a Binomial pricing model with the following weighted average assumptions:

  

  Common Warrants and Placement
Agents Warrants
 
  June 30, 2023   At Inception 
   (Unaudited)   (Unaudited) 
Stock price  $0.31   $1.20 
Risk-free interest rate   4.13%   3.60%
Expected volatility   119.7 %   121.5 %
Expected life (in years)   5.04.5    5.0 
Expected dividend yield   -    - 
Fair value of warrants (in thousands)  $1,535   $5,831 
2020 Warrants [Member]  
Short-Term Debt [Line Items]  
Schedule of Derivative Liabilities Assumptions

The warrant liabilities for the 2020 Warrants were valued using a Binomial pricing model with the following assumptions:

   

   June 30,   December 31, 
   2023   2022 
   (Unaudited)     
Stock price  $0.31   $0.89 
Risk-free interest rate   4.87%   4.22%
Expected volatility   91%   109%
Expected life (in years)   2.1    2.6 
Expected dividend yield   -    - 
           
Fair value of warrants  $3   $19