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Fair Value Measurements (Tables)
3 Months Ended
Mar. 31, 2020
Warrants  
Schedule of Assumptions Used in Black-Scholes Options Pricing Model at the Date of Grant

The assumptions used in the Black-Scholes pricing model were as follows at the date of grant:

 

Expected dividend yield

 

0.0

%

Risk free interest rate

 

2.4

%

Expected stock price volatility

 

60.9

%

Expected term (years)

 

10.0