Warrant Derivative Liabilities (Tables)

3 Months Ended

Jun. 30, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of convertible notes and warrants estimated using Black-Scholes

	Three Months Ended			Year Ended
	June 30, 2020			March 31, 2020			Inception
Expected term		4.58 - 5 years			4.67-4.83 years			5.00 years
Expected volatility		94 - 101	%		95	%		91% - 107	%
Expected dividend yield		-			-			-
Risk-free interest rate		0.61 - 0.73	%		0.70	%		1.50% - 2.77	%

Schedule of warrant derivative liabilities

	June 30, 2020		March 31, 2020		Inception
Fair value of 1,000 March 17, 2017 warrants	$	-	$	-	$	4,609
Fair value of 1,850 May 22, 2017 warrants		-		-		7,772
Fair value of 2,565 March 16, 2018 warrants		-		-		3,023
Fair value of 2,969 August 14, 2018 warrants		-		-		2,892
Fair value of 3,922 August 22, 2019 warrants		-		-		1,576
Fair value of 1,379 November 11, 2019 warrants		-		543		1,107
Fair value of 5,882 January 27, 2020 warrants		-		2,232		3,701
Fair value of 200 April 15, 2020 warrants		551		-		84
Fair value of 50 April 15, 2020 warrants		138		-		21
Fair value of 1,000 April 16, 2020 warrants		2,753		-		419
Fair value of 5,882 May 10, 2020 warrants		15,620		-		6,115
	$	19,062	$	2,775

Schedule of warrant derivative liabilities activity

Beginning balance as of March 31, 2020	$	2,775
Issuances of warrants – derivative liabilities		6,639
Warrants exchanged for common stock		(7,745	)
Change in fair value of warrant derivative liabilities		17,393
Ending balance as of June 30, 2020	$	19,062