Warrant Derivative Liabilities (Tables)

9 Months Ended

12 Months Ended

Dec. 31, 2019

Mar. 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

	March 31, 2019		March 31, 2018		Inception
Fair value of 1,000 March 17, 2017 warrants	$	256	$	537	$	4,609
Fair value of 1,850 May 22, 2017 warrants		505		1,001		7,772
Fair value of 2,565 March 16, 2018 warrants		1,040		2,156		3,023
Fair value of 2,969 August 14, 2018 warrants		1,303		-		2,892
	$	3,104	$	3,694	$	18,296

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