Warrants - Assumptions (Details) - Warrant - $ / shares |
6 Months Ended | |
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Jun. 26, 2023 |
Jun. 30, 2023 |
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Class of Warrant or Right [Line Items] | ||
Exercise Price (in dollars per share) | $ 2.10 | |
Dividend Yield | 0.00% | |
Volatility | 151.00% | |
Risk-free interest rate | 4.71% | |
Expected life of warrants | 1 year 8 months 12 days | |
Warrants | ||
Class of Warrant or Right [Line Items] | ||
Market Price (in dollars per share) | $ 3.30 | $ 1.91 |
Exercise Price (in dollars per share) | $ 2.50 | $ 2.50 |
Dividend Yield | 0.00% | 0.00% |
Volatility | 110.00% | 110.00% |
Risk-free interest rate | 3.96% | 4.13% |
Expected life of warrants | 5 years |
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- Definition Share-Based Compensation Arrangement by Share-Based Payment Award, Fair Value Assumptions, Market Price No definition available.
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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. No definition available.
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. 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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