Schedule of Black-Scholes Option Pricing Models for Warrants Issued (Details) - Warrant [Member] - $ / shares |
12 Months Ended | |
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Dec. 31, 2024 |
Dec. 31, 2023 |
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| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Risk-free interest rate, Minimum | 3.79% | 3.30% |
| Risk-free interest rate, Maximum | 4.395% | 4.72% |
| Expected share price volatility | 79.85% | |
| Expected share price volatility, Minimum | 81.11% | |
| Expected share price volatility, Maximum | 95.32% | |
| Minimum [Member] | ||
| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Stock price | $ 3.68 | $ 38.50 |
| Expected term (in years) | 5 years 9 months 18 days | 5 years |
| Expected dividend yield | 0.00% | 0.00% |
| Maximum [Member] | ||
| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Stock price | $ 4.05 | $ 5.50 |
| Expected term (in years) | 6 years | 6 years |
| Expected dividend yield | 0.00% | 0.00% |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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 estimated measure of the maximum 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. No definition available.
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- Definition The estimated measure of the minimum 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. No definition available.
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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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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