Stock-based Compensation - Assumptions (Details) - $ / shares |
1 Months Ended | 9 Months Ended |
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Jun. 30, 2024 |
Sep. 30, 2024 |
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Placement agent warrants | June 2024 Offering | ||
Stock-based compensation | ||
Weighted average fair value of warrants | $ 2.73 | $ 2.73 |
Expected stock price volatility | 140.00% | |
Expected term (years) | 2 years 1 month 6 days | |
Risk free interest rate | 463.00% | |
Placement agent contingent warrants | June 2024 Offering | ||
Stock-based compensation | ||
Weighted average fair value of warrants | $ 3.43 | $ 3.43 |
Expected stock price volatility | 127.00% | |
Expected term (years) | 5 years 8 months 12 days | |
Risk free interest rate | 4.31% | |
Employee Stock Option | ||
Stock-based compensation | ||
Weighted average fair value | $ 3.63 | |
Expected stock price volatility | 82.90% | |
Expected term (years) | 5 years | |
Risk free interest rate | 3.54% |
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- Definition The weighted average fair value per share of warrants. 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 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. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. 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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