v3.23.3
Convertible Notes (Tables)
9 Months Ended
Sep. 30, 2023
Convertible Notes [Abstract]  
Schedule of the Fair Value of the Derivative at Each Balance Sheet The following are the data and assumptions used as of the balance sheet dates:
   September 30,
2023
 
Common stock price  $0.0182 
Expected volatility   135.81%
Expected term   0.68 
Risk free rate   4.92%
Expected dividend yield   0%
Fair market value of warrants  $
 
* 
   December 31,
2022
 
Common stock price   0.0902 
Expected volatility   262.09%
Expected term   1.43 years 
Risk free rate   4.59%
Expected dividend yield   0%
Fair market value of warrants  $
-
*
   September 30,
2023
 
Common stock price  $0.0182 
Expected volatility   224.93%
Expected term (years)   1.93 
Risk free rate   4.92%
Expected dividend yield   0%
Fair market value of warrants  $
 
* 
   December 31,
2022
 
Common stock price   0.0902 
Expected volatility   278.10%
Expected term (years)   2.68 
Risk free rate   4.28%
Expected dividend yield   0%
Fair market value of warrants  $
-
*
   September 30,
2023
 
Common stock price  $0.0182 
Discount to Common stock price   20.0%
Fair market value of convertible component  $117 
   December 31,
2022
 
Common stock price  $0.0902 
Expected volatility   146.61%
Expected term   0.26 
Risk free rate   4.46%
Expected dividend yield   0%
Fair market value of convertible component  $80 
   September 30,
2023
 
Common stock price  $0.0182 
Expected volatility   270.36%
Expected term   2.52 
Risk free rate   4.92%
Expected dividend yield   0%
Fair market value of warrants  $    * 
   December 31,
2022
 
Common stock price  $0.0902 
Expected volatility   269.78%
Expected term   3.27 
Risk free rate   4.19%
Expected dividend yield   0%
Fair market value of warrants  $1 
   September 30,
2023
 
Common stock price  $0.0182 
Discount to Common stock price   20.0%
Fair market value of convertible component  $436 
   December 31,
2022
 
Common stock price  $0.0902 
Expected volatility   146.61%
Expected term   0.50 
Risk free rate   4.76%
Expected dividend yield   0%
Fair market value of Convertible component  $299 
   

September 30,
2023

 
Common stock price   $ 0.0182  
Discount to Common stock price     20.0 %
Fair market value of convertible component   $ 369  
    December 31,
2022
 
Common stock price   $ 0.9585  
Expected volatility     205.2 %
Expected term     0.95  
Risk free rate     0.37 %
Expected dividend yield     0 %
Fair market value of convertible component   $ 522  
Schedule of Changes in Fair Value of the Level 3 Liabilities The following table presents the changes in fair value of the level 3 liabilities for the periods ended September 30, 2023 and December 31, 2022:
    Warrants     Convertible
component
 
    (U.S. dollars in thousands)  
Outstanding at December 31, 2021     24       1,017  
Settlement of derivative liabilities     -       (127 )
Changes in fair value     (23 )     (258 )
Outstanding at December 31, 2022     1       632  
Changes in fair value     (1 )     290  
Outstanding at September 30, 2023     -       922