13. Fair Value Measurement (Tables)

12 Months Ended

Dec. 31, 2019

Fair Value Disclosures [Abstract]

Estimate fair value of derivative liability

The following summarizes the Black-Scholes Model assumptions used to estimate the fair value of the derivative liability at the dates of issuance and the revaluation dates:

	For the Year Ended
	December 31, 2019
Expected term		0.41-0.5
Risk-free interest rate		1.6%-2.38%
Expected volatility		120%-160%
Expected dividend yield		0%