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Convertible Debentures and Fair Value Measurements (Tables)
6 Months Ended 9 Months Ended 12 Months Ended
Jun. 30, 2022
Sep. 30, 2022
Dec. 31, 2021
Fair Value Disclosures [Abstract]      
Schedule of Additional inputs used in the fair value measurement
Input  June 30,
2022
   December 31,
2021
 
Implied borrowing rate   50.0%   52.0%

 

 
Input  December 31,
2021
 
Implied borrowing rate   52.0%
Annualized volatility   68.6%

 

Shedule of detachable warrants was determined using a Black-Scholes valuation model    
Expected term (in years)   3 years
Expected volatility   87.2% – 89.0%
Risk-free interest rate   0.17% – 0.32%
Expected dividend yield   0%

 

Schedule of fair value hierarchy, the Company’s financial liabilities that are measured at fair value on a recurring basis
   Fair Value Measurements Using Inputs Considered as: 
June 30, 2022  Fair Value   Level 1   Level 2   Level 3 
Liabilities:                
2021 Bridge Debentures  $37,953   $
 —
   $
  —
   $37,953 
2022 Bridge Debentures   46,733    
    
    46,733 
Total liabilities  $84,686   $
   $
   $84,686 

 

   Fair Value Measurements Using Inputs Considered as: 
December 31, 2021  Fair Value   Level 1   Level 2   Level 3 
Liabilities:                
2021 Bridge Debentures  $32,203   $
   $
   $32,203 
Total liabilities  $32,203   $
   $
   $32,203 
   Fair Value Measurements Using Inputs Considered as: 
September 30, 2022  Fair Value   Level 1   Level 2   Level 3 
Liabilities:                
Warrant liability  $1,038   $1,006   $32   $
-
 
Forward purchase derivative   1,284    
-
    
-
    1,284 
Total liabilities  $2,322   $1,006   $32   $1,284 
                     
    Fair Value Measurements Using Inputs Considered as: 
December 31, 2021   Fair Value    Level 1    Level 2    Level 3 
Liabilities:                    
2021 Bridge Debentures  $32,203   $
-
   $
-
   $32,203 
Total liabilities  $32,203   $
-
   $
-
   $32,203 

 

   Fair Value Measurements Using Inputs Considered as: 
December 31, 2021  Fair Value   Level 1   Level 2   Level 3 
Liabilities:                
Convertible debentures  $32,203   $
   $
   $32,203 
Total liabilities  $32,203   $
   $
   $32,203