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Fair Value Measurements (Tables)
9 Months Ended
Dec. 31, 2021
Fair Value Disclosures [Abstract]  
Schedule of weighted average significant unobservable inputs in measuring warrants
   Year Ended March 31,
2021
 
 
Dividend yield   0%
Expected price volatility   50%
Risk free interest rate       0.11-0.41 %
Expected term   4-5 years 

 

Schedule of assumptions used in the Monte Carlo simulation model
   November 13,
2020
   January 28,
2021
 
Risk Free Interest Rate   0.12%   0.08%
Expected life (years)   1.00    
-
 
Expected dividend yield   0%   0%
Expected volatility   50.0%   50.0%

 

Schedule of changes in Level 3 liabilities measured at fair value
   Warrant   Share Settlement 
   Liability   Feature 
Balance at March 31, 2020  $1,733,718   $
-
 
Issuance of warrants in connection with convertible notes   942,449    225,186 
Issuance of warrants in connection with financing   515,426    
-
 
Issuance of placement agent warrants   74,755    
-
 
Change in fair value   2,360,543    12,706 
Reclassification of warrants to equity   (5,626,891)   
-
 
Conversion of notes payable   
-
    (237,892)
Balance at March 31, 2021  $
-
   $
-