Quarterly report pursuant to Section 13 or 15(d)

Schedule of Assumptions Used in Estimating Fair Value (Details)

v3.22.1
Schedule of Assumptions Used in Estimating Fair Value (Details) - Common Stock Warrants [Member] - Black-Scholes-Merton Valuation Model [Member]
Mar. 31, 2022
Dec. 31, 2021
Measurement Input, Risk Free Interest Rate [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Weighted-average expected volatility 1.63 0.06
Measurement Input, Risk Free Interest Rate [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Weighted-average expected volatility 2.45 0.97
Measurement Input, Expected Term [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Weighted-average expected life 9 months 25 days 25 days
Measurement Input, Expected Term [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Weighted-average expected life 2 years 10 months 9 days 3 years 1 month 6 days
Measurement Input, Expected Dividend Rate [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Weighted-average expected volatility
Measurement Input, Option Volatility [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Weighted-average expected volatility 70.3 71.5
Measurement Input, Option Volatility [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Weighted-average expected volatility 129.4 126.5