Stock-Based Compensation (Details) - Schedule of Fair Value of Awards Granted |
9 Months Ended | |
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Sep. 30, 2023 |
Sep. 30, 2022 |
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Stock-Based Compensation (Details) - Schedule of Fair Value of Awards Granted [Line Items] | ||
Dividend yield | ||
Expected term | 5 years 11 months 1 day | 6 years 3 months |
Minimum [Member] | ||
Stock-Based Compensation (Details) - Schedule of Fair Value of Awards Granted [Line Items] | ||
Expected volatility | 104.00% | 101.00% |
Risk-free interest rate | 4.35% | 2.90% |
Maximum [Member] | ||
Stock-Based Compensation (Details) - Schedule of Fair Value of Awards Granted [Line Items] | ||
Expected volatility | 108.00% | 105.00% |
Risk-free interest rate | 4.36% | 2.92% |
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- References No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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 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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