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Warrant Liability (Tables)
3 Months Ended
Mar. 31, 2024
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 assumptions:

  

  

Common Warrants and Placement

Agents Warrants

 
   March 31, 2024   December 31, 2023 
   (Unaudited)   (Unaudited) 
Stock price  $4.43   $7.80 
Risk-free interest rate   4.21%   4.26%
Expected volatility   103.9%   115.2%
Expected average life (in years)   4.0    4.25 
Expected dividend yield   -    - 
Fair value of warrants (in thousands)  $393   $1,050 
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:

  

   March 31, 2024   December 31, 2023 
   (Unaudited)     
Stock price  $4.43   $      7.80 
Risk-free interest rate        4.21%   4.54%
Expected volatility   89%   89%
Expected life (in years)   1.2    1.6 
Expected dividend yield   -    - 
           
Fair value of warrants (in thousands)  $1   $2