| As of | As of | ||||||||||||
| March 31, 2024 | December 31, 2023 | ||||||||||||
| Exercise price in $ | 24.70 and 28.07 | 24.70 and 28.07 | |||||||||||
| Share price in $ | 4.49 | 1.66 | Risk-free interest rate | 5.0 | % | 4.6 | % | ||||||
| Expected volatility | 136.2 | % | 116.0 | % | |||||||||
| Expected term (months) | 13.7 months | 16.7 months | |||||||||||
| Dividend yield | — | — | Black-Scholes value in $ | 0.80 and 0.71 | 0.07 and 0.06 | ||||||||
| As of | As of | ||||||||||||
| December 31, 2023 | December 31, 2022 | ||||||||||||
| Exercise price in $ | 24.70 and 28.07 | 24.70 and 28.07 | |||||||||||
| Share price in $ | 1.66 | 3.84 | Risk-free interest rate | 4.6 | % | 4.3 | % | ||||||
| Expected volatility | 116 | % | 70 | % | |||||||||
| Expected term (months) | 16.7 months | 28.7 months | |||||||||||
| Dividend yield | — | — | Black-Scholes value in $ | 0.07 and 0.06 | 0.20 and 0.16 | ||||||||
