Quarterly report pursuant to Section 13 or 15(d)

Derivative Liabilities (Tables)

v3.21.1
Derivative Liabilities (Tables)
3 Months Ended
Mar. 31, 2021
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of financial liabilities measured at fair value on a recurring basis using significant unobservable inputs
    Amount  
Balance on December 31, 2020   $ 2,562,942  
Settlement upon note conversion/repayment     (96,832 )
Net extinguishment     53,174  
Change in fair value of derivative liabilities     670,809  
Change in fair value of warrant liabilities     1,240,320  
Balance on March 31, 2021   $ 4,430,413  
Schedule of derivative conversion features and warrant liabilities
    March 31,
2020
 
Dividend yield     0 %
Expected volatility     68.0% - 90.2 %
Risk free interest rate     0.03% - 0.60 %
Contractual terms (in years)     0.06 - 4.06  
Conversion/Exercise price   $ 0.75 - $1.20