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Warrant Liabilities (Tables)
9 Months Ended
Sep. 30, 2020
Series C Warrant [Member]  
Fair Value of Convertible Preferred Stock Warrant Liability The Company used the following inputs.

 

 

December 31,

2019

 

Volatility

 

 

90

%

Contractual term (years)

 

 

0.17

 

Expected dividend yield

 

 

%

Risk-free rate

 

 

1.52

%

 

2017 PIPE Warrant Liability [Member]  
Fair Value of Convertible Preferred Stock Warrant Liability The following summarizes certain key assumptions used in estimating the fair values.

 

 

September 30,

2020

 

 

December 31,

2019

 

Volatility

 

 

123

%

 

 

99

%

Contractual term (years)

 

 

0.2

 

 

 

1.0

 

Expected dividend yield

 

 

%

 

 

%

Risk-free rate

 

 

0.10

%

 

 

1.60

%

 

2018 PIPE Warrant Liability [Member]  
Fair Value of Convertible Preferred Stock Warrant Liability The following summarizes certain key assumptions used in estimating the fair values.

 

 

September 30,

2020

 

 

December 31,

2019

 

Volatility

 

 

100

%

 

 

99

%

Contractual term (years)

 

 

3.2

 

 

 

4.0

 

Expected dividend yield

 

 

%

 

 

%

Risk-free rate

 

 

0.17

%

 

 

1.56

%