Stock Warrants (Details) - Schedule of quantitative information regarding level 3 fair value measurement - Stock Warrants [Member] - $ / shares |
12 Months Ended | |
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Mar. 31, 2022 |
Dec. 31, 2021 |
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Stock Warrants (Details) - Schedule of quantitative information regarding level 3 fair value measurement [Line Items] | ||
Strike price (in Dollars per share) | $ 11.5 | $ 11.5 |
Expected Volatility | 68.00% | 61.00% |
Expected Dividend | ||
Expected Term in Years | 4 years 5 months 23 days | 4 years 8 months 23 days |
Risk Free Interest Rate | 2.43% | 1.22% |
Warrant Value Per Share (in Dollars per share) | $ 0.54 | $ 1.02 |
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- References No definition available.
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- Definition Strike price. No definition available.
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- Definition Warrant value per share. 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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- Details
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