Stockholders Equity (FY) (Tables)

9 Months Ended

12 Months Ended

Sep. 30, 2024

Dec. 31, 2023

Equity [Abstract]

Schedule of Fair Value Inputs

Key assumptions for the Black-Scholes model used to determine the fair value of warrants outstanding as of each period end were as follows:


			September 30, 2024			December 31, 2023
Warrant term (years)			1.87			2.61
Volatility			177.23%			113.50%
Risk-free rate			3.70%			4.05%
Dividend yield			0.00%			0.00%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:


			Class A Warrants			Class B Warrants			Placement Agent Warrants
Warrant term (years)			5.50			1.50			1.49
Volatility			97.50%			97.50%			97.50%
Risk-free rate			3.46%			3.79%			3.79%
Dividend yield			—%			—%			—%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:


Warrant term (years)			5.00
Volatility			95.00%
Risk-free rate			4.33%
Dividend yield			—%

The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:


			Pre Modification			Post Modification
Warrant term (years)			4.87			5.00
Volatility			95.00%			95.00%
Risk-free rate			4.22%			4.21%
Dividend yield			—%			—%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:


Warrant term (years)			5.00
Volatility			97.50%
Risk-free rate			4.02%
Dividend yield			—%

The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:


			Pre Modification			Post Modification
Warrant term (years)			4.83			5.00
Volatility			97.50%			97.50%
Risk-free rate			3.85%			3.84%
Dividend yield			—%			—%

Key assumptions for the Black-Scholes model used to determine the fair value of warrants outstanding as of December 31, 2023 were as follows:


Warrant term (years)			2.61
Volatility			113.50%
Risk-free rate			4.05%
Dividend yield			0.00%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:


			November Warrants
Warrant term (years)			5.00
Volatility			86.00%
Risk-free rate			4.60%
Dividend yield			0.00%

The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:


			Induced Warrants
			Before Modification			After Modification
Warrant term (years)			4.91			4.91
Volatility			89.00%			89.00%
Risk-free rate			4.55%			4.55%
Dividend yield			0.00%			0.00%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:


			October Warrants
Warrant term (years)			5.00
Volatility			92.00%
Risk-free rate			4.67%
Dividend yield			0.00%

The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:


			Before Modification						After Modification
			February Class A Warrants and Series A Warrants			Series B Warrants			Modified Warrants
Warrant term (years)			4.94			0.95			5.01
Volatility			88.00%			86.00%			89.00%
Risk-free rate			4.55%			5.39%			4.67%
Dividend yield			0.00%			0.00%			0.00%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:


			Series A Warrants			Series B Warrants
Warrant term (years)			5.00			1.00
Volatility			85.00%			79.00%
Risk-free rate			4.35%			5.33%
Dividend yield			0.00%			0.00%

The significant inputs into the Black-Scholes valuation model before and after the modification date are as follows:


			Before Modification			After Modification
Warrant term (years)			4.97			5.01
Volatility			84.00%			85.00%
Risk-free rate			4.40%			4.33%
Dividend yield			0.00%			0.00%

The significant inputs into the Black-Scholes valuation model at the initial recognition date are as follows:


Warrant term (years)			5.51
Volatility			85.00%
Risk-free rate			4.03%
Dividend yield			0.00%