Summary of Significant Accounting Policies (Details) - Schedule of weighted-average Black-Scholes assumptions - Equity Option [Member] |
3 Months Ended | 9 Months Ended | ||
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Sep. 30, 2021 |
Sep. 30, 2020 |
Sep. 30, 2021 |
Sep. 30, 2020 |
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| Summary of Significant Accounting Policies (Details) - Schedule of weighted-average Black-Scholes assumptions [Line Items] | ||||
| Expected life | 6 years 3 months | 6 years 3 months | 6 years 3 months | 6 years 3 months |
| Risk free interest rate | 0.91% | 0.25% | 1.05% | 0.85% |
| Expected volatility | 91.00% | 94.00% | 91.00% | 97.00% |
| Expected dividend yield | 0.00% | 0.00% | 0.00% | 0.00% |
| Forfeiture rate | 0.00% | 0.00% | 0.00% | 0.00% |
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- Definition Forfeiture rate. No definition available.
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- References 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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- Details
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