Quarterly report pursuant to Section 13 or 15(d)

STOCK OPTIONS AND WARRANTS (Tables)

v3.24.1.1.u2
STOCK OPTIONS AND WARRANTS (Tables)
3 Months Ended
Mar. 31, 2024
Share-Based Payment Arrangement [Abstract]  
Schedule of Significant Unobservable Inputs Used in the Measurement of Fair Value Warrants The following table is a summary of the ranges used in the inputs of the Black-Scholes option pricing model assumptions related to the warrants issued during the three months ended March 31, 2024:
Expected Term (in Years)
4.74 - 4.97
GCEH Warrant Volatility
120.0%
Risk Free Rate
3.8% - 4.2%
Dividend Yield %