Schedule of key assumptions used in binomial tree model to estimate fair value


	December 31,
Valuation Date	2019
Price of Common Shares	$	5.41
Dividend Yield		0	%
Historical volatility of Common Shares		129.54	%
Historical volatility of index		11.65	%
Volatility input		70.59	%
Risk-free rate		1.79	%
Credit spread		23.00	%


Valuation Date	December 31, 2021			December 31, 2020			December 31, 2019			May 16, 2019
Price of Common Shares	$	0.47		$	0.95		$	5.41		$	49.46
Dividend Yield		0	%		0	%		0	%		0	%
Historical volatility of Common Shares		93.47	%		103.42	%		124.77	%		142.38	%
Historical volatility of index		13.44	%		23.11	%		13.76	%		15.66	%
Volatility input		53.45	%		63.26	%		69.26	%		79.02	%
Risk-free rate		0.67	%		0.19	%		1.65	%		2.13	%
Credit spread		14.89	%		18.18	%		27.15	%		19.64	%


	December 31,			December 31,			May 28,
Valuation Date	2021			2020			2020
Price of Common Shares	$	0.47		$	0.95		$	2.86
Dividend Yield		0	%		0	%		0	%
Historical volatility of Common Shares		91.91	%		116.72	%		127.50	%
Historical volatility of index		21.86	%		20.74	%		18.91	%
Volatility input		56.89	%		68.73	%		73.21	%
Risk-free rate		1.02	%		0.26	%		0.32	%
Credit spread		11.13	%		14.42	%		19.35	%

Disclosure of detailed information about financial instruments [line items]

Schedule of carrying amounts of derivative financial liabilities and convertible notes


	January 2020 Warrants
Inception of the January 2020 Warrants (see Note 18(e))		6,145,620
Deferred loss		(223,791)
January 31 exercise 1,241,490 pre-funded warrants		(3,885,746)
Fair value adjustment, January 31 realized gain		(422,102)
Derecognition of deferred loss		93,813
May 28 exercise 1,185,000 Series A; 991,940 Series B		(969,133)
Fair value adjustment, May 28 realized loss		957,847
Derecognition of deferred loss		76,473
Amortization of deferred loss		63,064
Fair value adjustment, unrealized gain		(1,824,698)
Balance, December 31, 2020	$	11,347
Amortization of deferred loss		20,504
Fair value adjustment, unrealized gain		(1,616)
Balance, December 31, 2021	$	30,235
Number of warrants outstanding as of December 31, 2021		250,000
		May 2020 Warrants
Inception of the May 2020 Warrants (see Note 18(e))		4,526,732
Deferred loss		(2,464,696)
July 23 exercise 1,424,049 warrants		(2,082,598)
August 17 exercise of 501,000 warrants		(565,221)
Derecognition of deferred loss		1,843,332
Amortization of deferred loss		126,997
Fair value adjustment, unrealized gain		(1,641,185)
Balance,December 31, 2020	$	(256,639)
Amortization of deferred loss		141,414
Fair value adjustment, unrealized gain		(231,862)
Balance, December 31, 2021	$	(347,087)
Number of warrants outstanding as of December 31, 2021		648,910
		June 2020 Warrants
Inception of the June 2020 Warrants (see Note 18(e))		2,404,957
Deferred loss		(448,877)
Amortization of deferred loss		121,751
Fair value adjustment, unrealized gain		(2,127,007)
Balance, December 31, 2020	$	(49,176)
Amortization of deferred loss		180,220
Fair value adjustment, unrealized gain		(235,947)
Balance, December 31, 2021	$	(104,903)
Number of warrants outstanding as of December 31, 2021		2,912,277
		August 2020 Warrants
Inception of the August 2020 Warrants (see Note 18(e))		3,511,115
Deferred loss		(3,167,758)
Amortization of deferred loss		611,854
Fair value adjustment, unrealized gain		(3,150,303)
Balance, December 31, 2020	$	(2,195,092)
February 12 exercise of 125,000 warrants		(80,856)
Derecognition of deferred loss		87,118
Fair value adjustment, February 12 realized gain		(48,244)
Amortization of deferred loss		1,250,393
Fair value adjustment, unrealized gain		(177,403)
Balance, December 31, 2021	$	(1,164,084)
Number of warrants outstanding as of December 31, 2021		3,274,579
		December 2020 Warrants
Inception of the December 2020 Warrants (see Note 18(e))		2,051,657
Deferred loss		(1,278,414)
Amortization of deferred loss		40,279
Fair value adjustment, unrealized loss		370,769
Balance, December 31, 2020	$	1,184,291
February 12 exercise of 1,828,479 warrants		(2,545,349)
Derecognition of deferred loss		341,242
Fair value adjustment, February 12 realized loss		1,943,274
Amortization of deferred loss		401,539
Fair value adjustment, unrealized gain		(1,375,260)
Balance, December 31, 2021	$	(50,263)
Number of warrants outstanding as of December 31, 2021		4,402,324
	2020 Repayment Warrants
Inception of the 2020 Repayment Warrants (see Note 18(e))		161,720
Fair value adjustment, unrealized gain		(152,272)
Balance, December 31, 2020	$	9,448
Fair value adjustment, unrealized gain		(9,374)
Balance, December 31, 2021	$	74
Number of warrants outstanding as of December 31, 2021		650,296
		2020 Settlement Warrants
Inception of the 2020 Settlement Warrants (see Note 18(e))		807,977
Fair value adjustment, unrealized gain		(606,304)
Balance, December 31, 2020	$	201,673
Fair value adjustment, unrealized gain		(197,134)
Balance, December 31, 2021	$	4,539
Number of warrants outstanding as of December 31, 2021		500,000

16. DERIVATIVE WARRANT LIABILITY FROM FINANCING AND CONVERTIBLE NOTES (continued)

(e) Warrants and Convertible Notes Model (continued)

The following table lists 2020 Convertible notes and warrants and derivative warrant liabilities outstanding as at December 31, 2021:


Convertible notes – 2020 Convertible notes	$	3,460,320
Derivative liability – 2020 January warrants		30,235
Derivative liability – 2020 May warrants		(347,087)
Derivative liability – 2020 June warrants		(104,903)
Derivative liability – 2020 August warrants		(1,164,084)
Derivative liability – 2020 December warrants		(50,263)
Derivative liability – 2020 Repayment warrants		74
Derivative liability – 2020 Settlement warrants		4,539
Balance, 2020 Convertible notes and warrants and derivative liabilities December 31, 2021	$	1,828,831

Presented on the consolidated statements of financial position as:
2020 Convertible notes, warrants and derivative liabilities, current	$	40,587
2020 Convertible notes, warrants and derivative liabilities, non-current	$	1,788,244

The following table lists 2020 Convertible notes and warrants and derivative warrant liabilities outstanding as at December 31, 2020:


Convertible notes – 2020 Convertible notes	$	2,616,202
Derivative liability – 2020 January warrants		11,347
Derivative liability – 2020 May warrants		(256,639)
Derivative liability – 2020 June warrants		(49,176)
Derivative liability – 2020 August warrants		(2,195,092)
Derivative liability – 2020 December warrants		1,184,291
Derivative liability – 2020 Repayment warrants		9,448
Derivative liability – 2020 Settlement warrants		201,673
Balance, 2020 Convertible notes and warrants and derivative liabilities December 31, 2020	$	1,522,054

Presented on the consolidated statements of financial position as:
2020 Convertible notes, warrants and derivative liabilities, current	$	37,525
2020 Convertible notes, warrants and derivative liabilities, non-current	$	1,484,529

16. DERIVATIVE WARRANT LIABILITY FROM FINANCING AND CONVERTIBLE NOTES (continued)

(e) Warrants and Convertible Notes Model (continued)

The carrying amounts for the 2021 derivative warrant liability from financing are as follows:


	February 2021 Warrants
Inception of the February 2021 Warrants (see Note 18(e))	$	15,666,819
Deferred loss		(15,666,819)
Amortization of deferred loss		5,768,343
Fair value adjustment, unrealized gain		(15,261,310)
Balance, December 31, 2021	$	(9,492,967)

Number of warrants outstanding as of December 31, 2021		18,000,000

Presented on the consolidated statements of financial position as:
Deferred loss on 2021 derivative warrant liabilities	$	9,898,475
2021 Derivative warrant liabilities	$	405,508