Warrants (Tables)

3 Months Ended

Mar. 31, 2021

Class Of Warrant Or Right [Line Items]

Schedule of Fair Value Reconciliation of Level 3 Liabilities Measured

The following table presents the fair value reconciliation of Level 3 liabilities measured at fair value during the three months ended March 31, 2020:

	Warrants			Debt Derivative			Total
Balance – January 1, 2020	$	7,268		$	370,971		$	378,239
Payment against derivative liability		—			(255,533	)		(255,533	)
Change in fair value of derivative liabilities		(6,420	)		(75,681	)		(82,101	)
Balance – March 31, 2020		848			39,757			40,605

Roth 2017 Warrants [Member]

Class Of Warrant Or Right [Line Items]

Schedule of Fair Value Reconciliation of Level 3 Liabilities Measured

Assumptions utilized in the valuations of the Roth 2017 Warrant upon the pricing of the February 2020 Offering, were as follows:

	February 2020
	Offering
Risk-free interest rate	1.39%
Expected life (in years)	2.81
Expected volatility of underlying stock	91.71%
Expected dividend yield		—

Summary of Deemed Dividends

The deemed dividends as a result of the February 2020 Offering are as follows:

	February 2020 Offering
Fair value per share of warrants at new exercise price	$	7.00
Fair value per share of warrants at previous exercise price		1.35
Dividend per share	$	5.65
Warrants outstanding prior to offering		118,696
Deemed dividend	$	670,632

Warrant [Member]

Class Of Warrant Or Right [Line Items]

Schedule of Fair Value Reconciliation of Level 3 Liabilities Measured

Assumptions utilized in the valuation of the February 2019 Warrant as of March 31, 2020 were as follows:

Risk-free interest rate	1.56%
Expected life	3.36 years
Expected volatility of underlying stock	64.01%
Expected dividend yield		—