v3.25.1
Warrants (Tables)
3 Months Ended 12 Months Ended
Mar. 31, 2025
Dec. 31, 2024
Rollover Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model  

The fair value of the Rollover Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   115%
Expected term (years)   6 
Risk-free interest rate   0.85%
Expected dividend yield   0.0%
Class A Common Stock Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model  

The fair value of the Class A Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   47%
Expected term (years)   5 
Risk-free interest rate   1.54%
Expected dividend yield   0.0%
Class A Placement Agent Common Stock Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model  

The fair value of the Class A Placement Agent Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   47%
Expected term (years)   5 
Risk-free interest rate   1.54%
Expected dividend yield   0.0%
Class B Common Stock Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model  

The fair value of the Class B Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   144%
Expected term (years)   5 
Risk-free interest rate   2.69%
Expected dividend yield   0.0%
Class B Placement Agent Common Stock Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model  

The fair value of the Class B Placement Agent Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   144%
Expected term (years)   5 
Risk-free interest rate   2.69%
Expected dividend yield   0.0%
Class D Common Stock Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model

The fair value of the Class D Common Stock Warrants were originally estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   100%
Expected term (years)   5 
Risk-free interest rate   4.20%
Expected dividend yield   0.0%

The fair value of the Class D Common Stock Warrants were originally estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   100%
Expected term (years)   5 
Risk-free interest rate   4.20%
Expected dividend yield   0.0%
Class E Common Stock Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model

The fair value of the Class E Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   95%
Expected term (years)   5 
Risk-free interest rate   3.77%
Expected dividend yield   0.0%

The fair value of the Class D Common Stock Existing Warrant modification and the Class E Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   95%
Expected term (years)   5 
Risk-free interest rate   3.77%
Expected dividend yield   0.0%
Class G Common Stock Warrants [Member]    
Warrants [Line Items]    
Schedule of Fair Value of Warrants Estimated Using Black-Scholes Option Pricing Model

The fair value of the Class G Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   100%
Expected term (years)   5 
Risk-free interest rate   4.38%
Expected dividend yield   0.0%

The fair value of the Class G Common Stock Warrants were estimated using the Black-Scholes option pricing model with the following assumptions:

 

Volatility   100%
Expected term (years)   5 
Risk-free interest rate   4.38%
Expected dividend yield   0.0%