13. Derivative liability (Tables)

9 Months Ended

Sep. 30, 2017

Derivative Liability Tables

Schedule of assumption used in Black Scholes

	Nine months ended September 30, 2017
Calculated stock price	$0.03 to $0.06
Risk free interest rate	0.64% to 1.31%
Expected life of convertible notes	3 to 9 months
expected volatility of underlying stock	134.9% to 198.48%
Expected dividend rate	0%

Schedule of derivative liability

	Nine months ended September 30, 2017
Opening balance	$                     -
Derivative liability arising from convertible notes	$           223,500
Fair value adjustment to derivative liability	(75,203)
	$           148,297