Warrant Liability (Details 2) |
9 Months Ended |
---|---|
Sep. 30, 2021
$ / shares
| |
Aug-2020 Warrants [Member] | |
Expected forfeiture rate | 0.00% |
Expected life (years) | 9 months 18 days |
Expected volatility | 86.80% |
Risk free rate | 0.50% |
Expected dividend rate | 0.00% |
Exercise price | $ 0.75 |
Market price | $ 1.72 |
Feb-2021 Warrant [Member] | |
Expected forfeiture rate | 0.00% |
Expected life (years) | 2 years 3 months 18 days |
Expected volatility | 80.00% |
Risk free rate | 0.60% |
Expected dividend rate | 0.00% |
Exercise price | $ 1.35 |
Market price | $ 1.72 |
X | ||||||||||
- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. No definition available.
|
X | ||||||||||
- References No definition available.
|
X | ||||||||||
- References No definition available.
|
X | ||||||||||
- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
|
X | ||||||||||
- Definition Weighted average price at which option holders acquired shares when converting their stock options into shares. No definition available.
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|