Derivative Warrants Liabilities (Details Textual)	12 Months Ended
Dec. 31, 2018
Derivative Warrants Liabilities (Textual)
Fair value assumptions, description	The Company has performed a sensitivity analysis of the derivative warrant liabilities of the Company which are classified as level 3 financial instruments. The Company recalculated the value of warrants by applying a +/- 5% changes to the input variables in the Black-Scholes model that vary overtime, namely, the volatility and the risk-free rate. A 5.0% decrease or increase in the risk free rate and in the volatility would not have materially changed the value of the warrants; the value of the warrants is not strongly correlated with small changes in interest rates or volatility.

Derivative Warrants Liabilities (Details Textual)

12 Months Ended

Dec. 31, 2018

Derivative Warrants Liabilities (Textual)

The Company has performed a sensitivity analysis of the derivative warrant liabilities of the Company which are classified as level 3 financial instruments. The Company recalculated the value of warrants by applying a +/- 5% changes to the input variables in the Black-Scholes model that vary overtime, namely, the volatility and the risk-free rate. A 5.0% decrease or increase in the risk free rate and in the volatility would not have materially changed the value of the warrants; the value of the warrants is not strongly correlated with small changes in interest rates or volatility.