Quarterly report pursuant to Section 13 or 15(d)

Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability

v3.23.3
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability
 9 Months Ended
Sep. 30, 2023
$ / shares
Tranche A Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Fair value of underlying stock (in Dollars per share) $ 0.86
Exercise price (in Dollars per share) $ 0.54
Dividend yield 0.00%
Discount for lack of marketability 12.50%
Probability for FDA approval 23.33%
Tranche B Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Fair value of underlying stock (in Dollars per share) $ 0.86
Exercise price (in Dollars per share) $ 0.59
Dividend yield 0.00%
Discount for lack of marketability 12.50%
Tranche C Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Fair value of underlying stock (in Dollars per share) $ 0.86
Exercise price (in Dollars per share) $ 0.74
Dividend yield 0.00%
Discount for lack of marketability 12.50%
Minimum [Member] | Tranche A Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Volatility 113.50%
Risk free rate 5.20%
Term (in years) 8 months 12 days
Minimum [Member] | Tranche B Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Volatility 108.30%
Risk free rate 5.00%
Term (in years) 1 year 3 months 18 days
Probability for TDAPA approval 0.01%
Minimum [Member] | Tranche C Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Volatility 104.60%
Risk free rate 4.80%
Term (in years) 2 years 3 months 18 days
Probability for commercialization 0.10%
Maximum [Member] | Tranche A Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Volatility 149.20%
Risk free rate 5.50%
Term (in years) 1 year 8 months 12 days
Maximum [Member] | Tranche B Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Volatility 120.50%
Risk free rate 5.40%
Term (in years) 2 years 3 months 18 days
Probability for TDAPA approval 12.00%
Maximum [Member] | Tranche C Warrant [Member]  
Warrant Liability (Details) - Schedule of Valuation Inputs into the Black Scholes Model for the Derivative Liability [Line Items]  
Volatility 105.40%
Risk free rate 5.00%
Term (in years) 3 years 3 months 18 days
Probability for commercialization 12.50%