Derivative Liabilities (Details) - Schedule of option pricing models to derivatives assumed |
1 Months Ended | 3 Months Ended | |
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Feb. 23, 2021 |
Feb. 05, 2021 |
Mar. 31, 2021 |
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Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | |||
Riske free interest rate | 0.59% | ||
Expected term (years) | 5 years | ||
Expected volatility | 85.00% | ||
Expected dividends | 0.00% | 0.00% | 0.00% |
Minimum [Member] | |||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | |||
Riske free interest rate | 0.00% | 0.00% | |
Expected term (years) | 7 days | 7 days | |
Expected volatility | 120.00% | 85.00% | |
Maximum [Member] | |||
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items] | |||
Riske free interest rate | 0.14% | 0.92% | |
Expected term (years) | 65 days | 4 years 328 days | |
Expected volatility | 161.00% | 192.00% |
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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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