Derivative Liabilities (Details) - Schedule of option pricing models to derivatives assumed |
12 Months Ended | |||
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Nov. 25, 2020 |
Nov. 06, 2020 |
Dec. 31, 2020 |
Dec. 31, 2019 |
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Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||||
Expected dividends | 0.00% | 0.00% | 0.00% | 0.00% |
Minimum [Member] | ||||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||||
Riske free interest rate | 0.06% | 0.08% | 0.03% | 0.00% |
Expected term (years) | 87 days | 94 days | 54 days | 40 days |
Expected volatility | 115.00% | 80.00% | 105.00% | 84.00% |
Maximum [Member] | ||||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | ||||
Riske free interest rate | 0.09% | 0.40% | 0.09% | 0.36% |
Expected term (years) | 197 days | 5 years 3 days | 6 months | 4 years 310 days |
Expected volatility | 160.00% | 207.00% | 150.00% | 207.00% |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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