Warrant Derivative Liabilities (Tables)

9 Months Ended

Dec. 31, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of convertible notes and warrants estimated using Black-Scholes

	Nine Months Ended			Year Ended
	December 31, 2019			March 31, 2019			Inception
Expected term		4.67- 4.92 years			3.00 - 4.42 years			5.00 years
Expected volatility		97	%		96	%		91% - 107	%
Expected dividend yield		-			-			-
Risk-free interest rate		1.69	%		2.23	%		1.50% - 2.77	%

Schedule of warrant derivative liabilities

	December 31, 2019		March 31, 2019		Inception
Fair value of 1,000 March 17, 2017 warrants	$	-	$	256	$	4,609
Fair value of 1,850 May 22, 2017 warrants		-		505		7,772
Fair value of 2,565 March 16, 2018 warrants		-		1,040		3,023
Fair value of 2,969 August 14, 2018 warrants		-		1,303		2,892
Fair value of 3,922 August 22, 2019 warrants		2,812		-		1,576
Fair value of 1,379 November 11, 2019 warrants		947		-		1,107
	$	3,759	$	3,104

Schedule of warrant derivative liabilities activity

Beginning balance as of March 31, 2019	$	3,104
Issuances of warrants – derivative liabilities		2,683
Warrants exchanged for common stock		(4,420	)
Change in fair value of warrant derivative liabilities		2,392
Ending balance as of December 31, 2019	$	3,759