XML 95 R83.htm IDEA: XBRL DOCUMENT v3.21.2
Fair Value Measurements (Details Narrative)
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2021
USD ($)
$ / shares
Sep. 30, 2020
USD ($)
Sep. 30, 2021
USD ($)
$ / shares
Sep. 30, 2020
USD ($)
Dec. 31, 2020
USD ($)
$ / shares
Dec. 31, 2019
USD ($)
$ / shares
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Change in valuation of warrant derivative liabilities | $ $ 801,755 $ (517,405) $ 496,812 $ (134,910) $ 496,305 $ (1,015,151)
Change in valuation of embedded derivative liabilities | $ (2,370,000) 2,173,000 2,571,004 (5,040,000)
Cash and cash equivalents | $ 8,227,840   8,227,840   9,033,872 8,852,281
Change in valuation of embedded derivative liabilities | $ $ 2,370,000 $ (2,173,000) (2,571,004) 5,040,000
Warrant derivative liabilities | $ $ 651,083   $ 651,083   1,147,895 1,644,200
Fair value of embedded derivative liabilities | $           13,501,000
12% Convertible Debentures [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value of embedded derivative liabilities | $         $ 10,929,996  
Series G Preferred Stock [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Warrant derivative liabilities | $           72,563
Other income | $           72,563
Level Two Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Adjustment to additional paid in capital | $           $ 735,186
Measurement Input, Expected Term [Member] | Level Two Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, term           3 years 9 months
Measurement Input, Expected Term [Member] | Strome Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, term 1 year 8 months 12 days   1 year 8 months 12 days   2 years 5 months 12 days 3 years 5 months 12 days
Measurement Input, Expected Term [Member] | B. Riley Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, term 4 years 6 months   4 years 6 months   4 years 9 months 14 days 5 years 9 months 18 days
Measurement Input, Risk Free Interest Rate [Member] | Level Two Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages           1.56
Measurement Input, Risk Free Interest Rate [Member] | Strome Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages 0.28   0.28   0.13 1.62
Measurement Input, Risk Free Interest Rate [Member] | B. Riley Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages 0.76   0.76   0.36 1.76
Measurement Input, Price Volatility [Member] | Level Two Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages           130.46
Measurement Input, Price Volatility [Member] | Strome Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages 153.59   153.59   150.55 144.56
Measurement Input, Price Volatility [Member] | B. Riley Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages 142.59   142.59   140.95 127.63
Measurement Input, Expected Dividend Rate [Member] | Level Two Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages           0.0
Measurement Input, Expected Dividend Rate [Member] | Strome Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages 0   0   0 0.0
Measurement Input, Expected Dividend Rate [Member] | B. Riley Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages 0   0   0 0.0
Transaction Date Closing Market [Member] | Level Two Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, price per share | $ / shares           $ 0.89
Transaction Date Closing Market [Member] | Strome Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages | $ / shares 0.38   0.38   0.60  
Fair value assumptions, measurement input, price per share | $ / shares         $ 0.60 0.80
Transaction Date Closing Market [Member] | B. Riley Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages | $ / shares 0.38   0.38   0.60  
Fair value assumptions, measurement input, price per share | $ / shares         $ 0.60 0.80
Measurement Input, Exercise Price [Member] | Level Two Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, price per share | $ / shares           0.50
Measurement Input, Exercise Price [Member] | Strome Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages | $ / shares 0.50   0.50   0.50  
Fair value assumptions, measurement input, price per share | $ / shares         $ 0.50 4.50
Measurement Input, Exercise Price [Member] | B. Riley Warrants [Member]            
Fair Value Measurement Inputs and Valuation Techniques [Line Items]            
Fair value assumptions, measurement input, percentages | $ / shares 0.33   0.33   0.33  
Fair value assumptions, measurement input, price per share | $ / shares         $ 1.00 $ 1.00