Quarterly report pursuant to Section 13 or 15(d)

Derivative Liabilities - Monte Carlo Model (Details)

v3.22.2.2
Derivative Liabilities - Monte Carlo Model (Details)
Sep. 30, 2022
$ / shares
Dec. 31, 2021
$ / shares
Common Stock price    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 1.30 1.94
Contractual term to maturity    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, term 2 years 8 months 12 days 3 years 6 months
Expected market volatility % | Minimum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.6458 0.7012
Expected market volatility % | Maximum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.8599 0.8100
Risk-free interest rate | Minimum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.0409 0.0072
Risk-free interest rate | Maximum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.0420 0.0116