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Convertible Promissory Note Derivative Liability (Tables)
3 Months Ended
Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Fair Value of Convertible Promissory Note Derivative Liability

The inputs into the binomial models are as follows:

 

   

December 31,

2019

 

February 3,

2020

 

March 31,

2020

Closing share price   $ 0.20     $ 0.115     $ 0.081  
Conversion price   $ 0.0683     $ 0.0587     $ 0.0319  
Risk free rate     1.60 %     1.60 %     2.40 %
Expected volatility     294 %     434 %     312 %
Dividend yield     0 %     0 %     0 %
Expected life     0.67 years       1.49 years       1.33 years