Convertible Promissory Note Derivative Liabilities (Tables)

9 Months Ended

Sep. 30, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value of Convertible Promissory Note Derivative Liabilities

The inputs into the binomial models are as follows:

	December 31, 2019	January 20, 2020	February 3, 2020	April 14, 2020	July 13, 2020	September 11, 2020	September 30, 2020
Closing share price	$0.20	$0.18	$0.115	$0.0559	$0.0105	$0.0037	$0.0028
Conversion price	$0.0683	$0.0488	$0.0587	$0.0338	$0.0068	$0.0024	$0.0016 to $0.0017
Risk free rate	1.60%	1.57%	1.60%	2.40%	0.16%	0.13%	0.11% to 0.12%
Expected volatility	294%	351%	434%	330%	294%	270%	200% to 270%
Dividend yield	0%	0%	0%	0%	0%	0%	0%
Expected life	0.67 years	0.5 years	1.49 years	1.5 years	1.0 years	1.5 years	0.31 to 1.44 years