Quarterly report pursuant to Section 13 or 15(d)

STOCK OPTIONS AND WARRANTS (Tables)

v3.24.2.u1
STOCK OPTIONS AND WARRANTS (Tables)
6 Months Ended
Jun. 30, 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 and six months ended June 30, 2024:
Expected Term (in Years)
4.71 - 4.97
GCEH Warrant Volatility
120.0%
Risk Free Rate
3.8% - 4.3%
Dividend Yield %