XML 47 R37.htm IDEA: XBRL DOCUMENT v3.23.2
Stockholders’ Equity (Tables)
6 Months Ended
Jun. 30, 2023
Equity [Abstract]  
Schedule of valuation assumptions
The key inputs into the Black-Scholes Option Pricing Model used to estimate the fair value of the June 2022 Warrants as of the issuance on June 21, 2022 were as follows:
Risk-free interest rate3.21%
Expected volatility90.0%
Term until liquidation (years)2.00
Stock price$1.11
Strike price (exercise fee)$4.5 million