Fair Value Measurements (Details) - Schedule of black-scholes option pricing model to determine the fair value of the Derivative Warrant Liabilities	6 Months Ended
	Dec. 31, 2019	Jun. 28, 2019	May 08, 2019	Mar. 31, 2019	Mar. 15, 2019	Dec. 31, 2018
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Expected volatility	130.00%					134.00%
Expected term (in years)	1 year 127 days					2 years 127 days
Risk-free interest rate	1.59%					2.48%
Expected dividend yield
March 2019 Warrants [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Expected volatility		134.00%		131.20%	130.70%
Expected term (in years)		2 years 127 days		4 years 354 days	5 years
Risk-free interest rate		1.74%		2.34%	2.44%
Expected dividend yield
May 2019 Warrants [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Expected volatility		137.30%	134.00%
Expected term (in years)		4 years 317 days	5 years
Risk-free interest rate		1.74%	2.28%
Expected dividend yield