Convertible Debentures and Fair Value Measurements (Tables)

9 Months Ended

12 Months Ended

Sep. 30, 2022

Dec. 31, 2021

Fair Value Disclosures [Abstract]

Schedule of Additional inputs used in the fair value measurement

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:
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