Fair Value Measurements (Tables) |
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Mar. 31, 2025 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Fair Value Measurements [Abstract] | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Fair Value, Liabilities Measured on Recurring Basis [Table Text Block] | The following table classifies the Company’s liabilities measured at fair value on a recurring basis into the fair value hierarchy as of March 31, 2025 and December 31, 2024:
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Schedule of Company’s Liabilities Measured at Fair Value | The following table presents changes in Level 3 liabilities measured at fair value for the three months ended March 31, 2025. Both observable and unobservable inputs were used to determine the fair value of positions that the Company has classified within the Level 3 category.
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Schedule of the Key Inputs for the Monte Carlo Simulation for the Derivative Liability | The key inputs for the Monte Carlo simulation for the stock-based compensation liability as of March 31, 2025 were as follows:
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