Quarterly report pursuant to Section 13 or 15(d)

Capitalization and Equity Structure - Valuation Assumptions (Details)

v3.22.1
Capitalization and Equity Structure - Valuation Assumptions (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2022
$ / shares
Dec. 31, 2021
$ / shares
2021 Warrants | Current share price    
Schedule of Capitalization, Equity [Line Items]    
Current share price (in dollars per share) $ 2.89 $ 2.65
2021 Warrants | Conversion price    
Schedule of Capitalization, Equity [Line Items]    
Conversion price (in dollars per share) $ 12.81 $ 12.81
2021 Warrants | Risk-free interest rate    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.0244 0.0113
2021 Warrants | Expected term (years)    
Schedule of Capitalization, Equity [Line Items]    
Term (years) 3 years 10 months 9 days 4 years 1 month 9 days
2021 Warrants | Volatility of stock    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.9567 0.983
June 2020 Investor Warrants | Current share price    
Schedule of Capitalization, Equity [Line Items]    
Current share price (in dollars per share) $ 2.89 $ 2.65
June 2020 Investor Warrants | Conversion price    
Schedule of Capitalization, Equity [Line Items]    
Conversion price (in dollars per share) $ 5.18 $ 5.18
June 2020 Investor Warrants | Risk-free interest rate    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.0244 0.0111
June 2020 Investor Warrants | Expected term (years)    
Schedule of Capitalization, Equity [Line Items]    
Term (years) 3 years 8 months 8 days 3 years 11 months 8 days
June 2020 Investor Warrants | Volatility of stock    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.971 1.039
June 2020 Placement Agent Warrants | Current share price    
Schedule of Capitalization, Equity [Line Items]    
Current share price (in dollars per share) $ 2.89 $ 2.65
June 2020 Placement Agent Warrants | Conversion price    
Schedule of Capitalization, Equity [Line Items]    
Conversion price (in dollars per share) $ 5.64 $ 5.64
June 2020 Placement Agent Warrants | Risk-free interest rate    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.0245 0.0103
June 2020 Placement Agent Warrants | Expected term (years)    
Schedule of Capitalization, Equity [Line Items]    
Term (years) 3 years 2 months 8 days 3 years 5 months 8 days
June 2020 Placement Agent Warrants | Volatility of stock    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.998 1.000
December 2019 Warrants | Current share price    
Schedule of Capitalization, Equity [Line Items]    
Current share price (in dollars per share) $ 2.89 $ 2.65
December 2019 Warrants | Conversion price    
Schedule of Capitalization, Equity [Line Items]    
Conversion price (in dollars per share) $ 8.10 $ 8.10
December 2019 Warrants | Risk-free interest rate    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.0245 0.0104
December 2019 Warrants | Expected term (years)    
Schedule of Capitalization, Equity [Line Items]    
Term (years) 3 years 2 months 19 days 3 years 5 months 19 days
December 2019 Warrants | Volatility of stock    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.995 0.997
December 2019 Placement Agent Warrants | Current share price    
Schedule of Capitalization, Equity [Line Items]    
Current share price (in dollars per share) $ 2.89 $ 2.65
December 2019 Placement Agent Warrants | Conversion price    
Schedule of Capitalization, Equity [Line Items]    
Conversion price (in dollars per share) $ 8.44 $ 8.44
December 2019 Placement Agent Warrants | Risk-free interest rate    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.024 0.0096
December 2019 Placement Agent Warrants | Expected term (years)    
Schedule of Capitalization, Equity [Line Items]    
Term (years) 2 years 8 months 19 days 2 years 11 months 19 days
December 2019 Placement Agent Warrants | Volatility of stock    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 1.035 1.029
May 2019 Warrants | Current share price    
Schedule of Capitalization, Equity [Line Items]    
Current share price (in dollars per share) $ 2.89 $ 2.65
May 2019 Warrants | Conversion price    
Schedule of Capitalization, Equity [Line Items]    
Conversion price (in dollars per share) $ 3.52 $ 3.52
May 2019 Warrants | Risk-free interest rate    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 0.0231 0.0083
May 2019 Warrants | Expected term (years)    
Schedule of Capitalization, Equity [Line Items]    
Term (years) 2 years 2 months 12 days 2 years 4 months 24 days
May 2019 Warrants | Volatility of stock    
Schedule of Capitalization, Equity [Line Items]    
Measurement input percentage 1.086 1.091