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Warrant Liabilities (Tables)
9 Months Ended
Sep. 30, 2023
Warrants and Rights Note Disclosure [Abstract]  
Summary of Estimated Fair Value Assumptions of Warrant Liabilities The fair value of the warrant liabilities was estimated using the following assumptions as of September 30, 2023 and May 18, 2023:

 

 

September 30, 2023

 

May 18, 2023
(date issued)

 

Risk-free interest rate

 

4.6%

 

3.7%

 

Expected term (years)

 

4.6

 

 

5.0

 

Expected volatility

 

55%

 

55%

 

Dividends

 

0.0%

 

0.0%