Let $n\geq 2$. Set $\Sigma= \{x\in \mathbb{R}^n: 1\leq |x|<2\}$. Assume $h:\Sigma \rightarrow \mathbb{R}^n$ is continuous and injective.
Question: Must $h$ also be an embedding?
Some thoughts:
$h|_{\operatorname{int}\Sigma}$ is an embedding.
$h(\operatorname{int}\Sigma)$ is open.
If $h$ defined on $\overline{\Sigma}$ then YES.
If $\dim \Sigma <n$ then NO. Consider $\alpha:[0,1)\rightarrow \mathbb{R}^2$, $\alpha(t)=(\cos(2\pi t),\sin(2\pi t))$.
The map $h|_{\mathbb{S}^{n-1}}$ is an embedding.
Observe $h(\Sigma)=h(\operatorname{int} \Sigma)\coprod h(\mathbb{S}^{n-1})$.