Fair Value of Financial Assets and Liabilities - Summary of Assumptions Used Estimate Fair Value of Derivative Liabilities (Details) - $ / shares |
3 Months Ended | 12 Months Ended | |
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Mar. 31, 2022 |
Mar. 31, 2021 |
Dec. 31, 2021 |
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Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items] | |||
Share price | $ 2.03 | ||
Volatility | 130.00% | 90.30% | |
Risk-free interest rate | 0.78% | ||
Dividend rate | 0.00% | 0.00% | |
Binomial Option Pricing Model | |||
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items] | |||
Share price | $ 0.355 | $ 0.392 | |
Market capitalization | 65,090,463 | 71,647,911 | |
Volatility | 110.00% | 130.00% | |
Risk-free interest rate | 2.50% | 1.00% | |
Dividend rate | 0.00% | 0.00% |
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- Definition Share-based compensation arrangement by share-based payment award, fair value assumptions, market capitalization. No definition available.
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. 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 Price of a single share of a number of saleable stocks of a company. No definition available.
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- Details
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