XML 47 R35.htm IDEA: XBRL DOCUMENT v3.7.0.1
13. Derivative liability (Tables)
3 Months Ended
Mar. 31, 2017
Derivative Liability Tables  
Schedule of assumption used in Black Scholes
    Three months ended March 31, 2017
     
Calculated stock price      $0.03 to $0.06   
Risk free interest rate     0.64% to 0.91%  
Expected life of convertible notes      3 to 6 months   
expected volatility of underlying stock     134.9% to 180.5%  
Expected dividend rate     0 %
Schedule of derivative liability
    Three months ended March 31, 2017
     
Derivative liability arising from convertible notes   $ 110,000  
Fair value adjustment to derivative liability     73,048  
    $ 183,048