Annual report pursuant to Section 13 and 15(d)

SCHEDULE OF STOCK OPTION AWARD GRANT DATE VALUATION MODEL (Details)

v3.24.2
SCHEDULE OF STOCK OPTION AWARD GRANT DATE VALUATION MODEL (Details) - Share-Based Payment Arrangement, Option [Member]
12 Months Ended
Dec. 31, 2022
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]  
Expected volatility, Minimum 100.00% [1]
Expected volatility, Maximum 100.00% [1]
Expected dividend yield [2]
Minimum [Member]  
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]  
Expected term 5 years 10 months 17 days [3]
Risk-free interest rate, Minimum 1.62% [4]
Maximum [Member]  
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]  
Expected term 6 years 18 days [3]
Risk-free interest rate, Maximum 3.31% [4]
[1] Expected volatility is based on the historical volatility of a selected peer group over a period equivalent to the expected term.
[2] We assumed a dividend yield of zero as management has no plans to declare dividends in the foreseeable future.
[3] Expected term represents the estimated period of time until an award is exercised and was determined using the simplified method.
[4] The risk-free rate is an interpolation of yields on U.S. Treasury securities with maturities equivalent to the expected term.