Fair Value Measurements (Details) - Schedule of fair value promissory note related party measurements - $ / shares |
9 Months Ended | ||
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Jun. 07, 2021 |
Apr. 13, 2021 |
Sep. 30, 2021 |
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| Schedule of fair value promissory note related party measurements [Abstract] | |||
| Volatility | 64.60% | 63.60% | 66.10% |
| Stock price (in Dollars per share) | $ 1.22 | $ 1.61 | $ 0.97 |
| Expected life of the options to convert | 1 year 2 months 1 day | 1 year 3 months 25 days | 10 months 9 days |
| Risk-free rate | 0.07% | 0.09% | 0.08% |
| Dividend yield | 0.00% | 0.00% | 0.00% |
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- References No definition available.
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- Definition Stock price. 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://fasb.org/us-gaap/role/ref/legacyRef
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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://fasb.org/us-gaap/role/ref/legacyRef
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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://fasb.org/us-gaap/role/ref/legacyRef
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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://fasb.org/us-gaap/role/ref/legacyRef
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