Quarterly report pursuant to Section 13 or 15(d)

Stock Warrants and Earnout Shares (Tables)

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Stock Warrants and Earnout Shares (Tables)
3 Months Ended
Mar. 31, 2024
Warrants and Rights Note Disclosure [Abstract]  
Schedule of Assumptions Used to Estimate Fair Value of The Total Earnout Shares Liability
Assumptions used in the valuation are as follows:
March 31, 2024 December 31, 2023
Expected volatility 75.00  % 75.30  %
Risk-free interest rate 4.20  % 3.90  %
Dividend rate 0.00  % 0.00  %
Expected term (in years) 7.36 7.61
Assumptions used in the valuation of Delta Warrants are as follows:

March 31, 2024 December 31, 2023
Expected volatility 75.00  % 75.30  %
Risk-free interest rate 4.20  % 3.90  %
Dividend rate —  % —  %
Expected term (in years) 8.5 8.8