XML 52 R37.htm IDEA: XBRL DOCUMENT v3.22.1
Stockholders' Equity (Tables)
12 Months Ended
Dec. 31, 2021
Assumptions Used to Calculate Fair Value of Warrants Significant inputs utilized in the valuation of the Letter Agreement Warrants were:

 

December 31, 2021

 

 

December 31, 2020

 

 

Range

Weighted Average

 

 

Range

Weighted Average

 

Expected volatility

82.68% - 142.86%

128.13%

 

 

120.53% - 142.07%

128.16%

 

Risk-free interest rate

0.95% - 1.26%

1.15%

 

 

0.26% - 0.50%

0.39%

 

Warrant Liability [Member]  
Assumptions Used to Calculate Fair Value of Warrants

Fair value of the Letter Agreement Warrants was calculated as of their issuance date using the methods described in Note 19 using the following assumptions:

 

December 5, 2017

 

July 30, 2018

 

 

December 11, 2018

 

September 26, 2019

 

December 23, 2019

 

Expected volatility

90.00%

 

95.29%

 

 

104.46%

 

110.35%

 

110.41%

 

Expected life of option, in years

 

7.0

 

 

7.0

 

 

 

7.0

 

 

7.0

 

 

7.0

 

Risk-free interest rate

2.80%

 

2.94%

 

 

2.77%

 

1.65%

 

1.84%

 

Expected dividend yield

0.00%

 

0.00%

 

 

0.00%

 

0.00%

 

0.00%