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Derivative Financial Instruments (Warrant Liability) (Tables)
12 Months Ended
Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of fair value inputs of derivative financial instruments
    Year Ended June 30,
Inputs into Lattice model for warrants: 2018   2017
Equivalent volatility 21.06% - 162.92%   47.39% - 75.80%
Equivalent interest rate 0.95% - 1.14%   0.62% - 1.13%
Floor $1.15   $1.15
Stock price  $2.56 - $2.60    $1.15 - $3.25
Probability price < strike price 0.00%   4.70%
Fair value of call $1.13 - $2.79   $0.30 - $2.04
Probability of fundamental transaction occurring 0%   0%
Schedule of Level 3 inputs measured on a recurring basis
    Warrant Liability  
Fair value, June 30, 2016   $ 717,393  
Reclassification of warrant liability upon exercise     (694,436 )
Change in fair value of warrant liability     467,543  
Fair value, June 30, 2017     490,500  
Reclassification of warrant liability upon exercise     (685,132 )
Change in fair value of warrant liability     194,632  
Fair value, June 30, 2018   $ -