Annual report pursuant to Section 13 and 15(d)

Significant Accounting Policies - Key assumptions used in Monte Carlo simulation of Warrant Liability (Details)

v3.23.1
Significant Accounting Policies - Key assumptions used in Monte Carlo simulation of Warrant Liability (Details)
Dec. 31, 2022
Y
$ / shares
Oct. 11, 2022
$ / shares
Y
Stock price    
Key assumptions used in Monte Carlo simulation    
Warrant Liability | $ / shares 1.16 2.84
Risk-free interest rate    
Key assumptions used in Monte Carlo simulation    
Warrant Liability 0.0402 0.0414
Expected term in years    
Key assumptions used in Monte Carlo simulation    
Warrant Liability | Y 0.0478 0.0500
Expected volatility    
Key assumptions used in Monte Carlo simulation    
Warrant Liability 0.93 0.90