v2.4.0.6
Note 6. Emedded Derivative Liability
12 Months Ended
Mar. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Text Block]
6.             EMBEDDED DERIVATIVE LIABILITY

As described in Note 5, the Company issued convertible debt notes in October 2009 and March 2010. The notes are convertible at $0.50 per share, or $0.40 per share upon a change in control of the Company. Based on the alternative conversion options, the Company determined that the conversion options in the notes should be accounted for as derivatives. The Company used the Black-Scholes model to determine the fair value of each of the conversion options at the end of each quarter and as of March 31, 2012, assigning a probability of occurrence to each conversion option. The final fair value of each of the derivative liabilities considered the likelihood of conversion at the separate conversion prices.

On June 24, 2011 as per ASC 470 the Company amended the notes to extend the maturity date from October 15, 2011 to October 15, 2013 for the October 2009 Notes and from March 31, 2012 to September 30, 2013 for the March 2010 Notes.  As a result of these changes to the maturity dates, the Company compared the fair values of the embedded derivative liabilities using the maturity dates immediately prior to and after the modification date to determine if the amendments should be accounted for as a debt extinguishment.

October 2009 notes:

The table below summarizes the Black-Scholes Option Pricing Model range of inputs used to calculate the fair market values on the date of the amendment (June 24, 2011) and then at the end of each quarter afterwards.

2009 Convertible Debt Notes
   
           
 
Value Date
Dividend
Stock
Risk Free
Expected
 
Stock Price
Yield
Volatility
Rate
Term
 
$0.39-0.55
0%
95.01%-195.20%
0.25%-0.80%
4-28 Months

March 2010 notes:

The table below summarized the Black-Scholes Option Pricing Model information used to calculate the fair market values on the date of the amendment (June 24, 2011) and then at the end of each quarter afterwards.

2010 Convertible Debt Notes
   
           
 
Value Date
Dividend
Stock
Risk Free
Expected
 
Stock Price
Yield
Volatility
Rate
Term
 
 $0.39-0.55
0%
109.41%-189.35%
0.25%-0.80%
9-27 Months

For the twelve-month period ended March 31, 2012, the Company recorded an aggregate gain of $801,995 as a result of these transactions.