v3.21.2

Derivative Liabilities (Tables) | 12 Months Ended
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Dec. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Fair Value Assumptions | The following table present the assumptions used in the Lattice-Based and Black-Scholes Simulation models to determine the fair value of the derivative liabilities as of December 31, 2020 and 2019:
|  | December 31, 2020 (Black-Scholes) |
Risk-free interest rates |  |  | 0.21 | %
Expected life (years) |  |  | 1.00 year |
Expected dividends |  |  | 0 | %
Expected volatility |  |  | 467 | %
|  | December 31, 2019 (Lattice Model) |
Risk-free interest rates |  |  | 1.74 – 2.63 | %
Expected life (years) |  |  | 0.05 – 1.00 years |
Expected dividends |  |  | 0 | %
Expected volatility |  |  | 226 – 736 | %
Schedule of Changes in Derivatives Liabilities | The following table provides a roll-forward of the fair values of the Company’s derivative liabilities for the years ended December 31, 2020 and 2019:
|  | Year Ended December 31, 2020 |
Balance – December 31, 2019 |  | $ | 5,359,442 |
Additional new conversion option derivatives |  |  | 7,272 |
Conversion of note derivatives |  |  | (428,733 | )
Change in fair market value of derivative liabilities |  |  | 18,860,260 |
Balance – December 31, 2020 |  | $ | 23,798,240 |
|  | Year Ended December 31, 2019 |
Balance – December 31, 2018 |  | $ | 2,696,470 |
Issuance of new derivative liabilities |  |  | 7,592,844 |
Conversions to paid-in capital |  |  | (822,187 |
Reclass to additional paid-in capital |  |  | (582,824 |
Change in fair market value of derivative liabilities |  |  | (3,524,861 |
Balance – December 31, 2019 |  | $ | 5,359,442 |

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