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Derivative Liabilities (Tables)

9 Months Ended

Sep. 30, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of changes in the fair value of Level 3 derivative liabilities that are measured at fair value on a recurring basis

		For the Nine Months Ended September 30, 2021
		Warrants
		Public				Private												Convertible
		SPAC				SPAC				PIPE				Other				Notes				Total
Balance as of January 1, 2021		$	3,795,000			$	256,275			$	-			$	165,895			$	225,800			$	4,442,970
Extinguishment of derivative liabilities in connection with conversion of debt [1]			-				-				-				-				(591,203	)			(591,203	)
Warrants issued in connection with the financing			-				-				7,294,836				-				-				7,294,836
Change in fair value of derivative liabilities			7,130,000				624,600				4,581,868				237,436				655,404				13,229,308
Balance as of March 31, 2021			10,925,000				880,875				11,876,704				403,331				290,001				24,375,911
Change in fair value of derivative liabilities			10,350,000				629,325				7,712,770				55,025				409,300				19,156,420
Balance as of June 30, 2021			21,275,000				1,510,200				19,589,474				458,356				699,301				43,532,331
Warrants issued relates to Alpha settlement [1]			-				-				-				95,677				-				95,677
Extinguishment of derivative liabilities in connection with the Alpha settlement [1]			-				-				-				-				(699,301	)			(699,301	)
Change in fair value of derivative liabilities			(10,695,000	)			(831,825	)			(10,232,374	)			(284,192	)			-				(22,043,391	)
Balance as of September 30, 2021		$	10,580,000			$	678,375			$	9,357,100			$	269,841			$	-			$	20,885,316

Schedule of option pricing models to derivatives assumed

		September 30, 2021
Risk-free interest rate			0.53% - 0.85%
Expected term in years			2.84 - 4.40
Expected volatility			85% - 90%
Expected dividends			0%

		February 23, 2021
Risk-free interest rate			0.59%
Expected term in years			5.00
Expected volatility			85%
Expected dividends			0%

		July 29, 2021
Risk-free interest rate			0.37%
Expected term in years			3.00
Expected volatility			85%
Expected dividends			0%

		January 15, 2021 to
		February 5, 2021
Risk-free interest rate			0.00% - 0.14%
Expected term in years			0.02 - 0.18
Expected volatility			120% - 161%
Expected dividends			0%

Schedule of warrants activity

			Number of Warrants				Weighted Average Exercise Price				Weighted Average Remaining Life in Years				Intrinsic Value
Outstanding, December 31, 2020				6,001,250				11.50
Issued				5,152,658				6.23
Exercised				-				-
Cancelled				-				-
Expired				-				-
Outstanding, September 30, 2021				11,153,908			$	9.06				4.3			$	1,059,516
Exercisable, September 30, 2021				11,153,908			$	9.06				4.3			$	1,059,516

Schedule of outstanding and exercisable warrants

Warrants Outstanding								Warrants Exercisable
								Weighted
								Average
Exercise				Number of				Remaining				Number of
Price				Shares				Life in Years				Shares
$	5.00				2,564,000				4.4				2,564,000
$	5.28				63,658				3.6				63,658
$	7.07				25,000				2.8				25,000
$	7.50				2,500,000				4.9				2,500,000
$	11.50				6,001,250				4.1				6,001,250
					11,153,908				4.3				11,153,908

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Tabular disclosure of all significant concentrations of risk, including credit risk and market risk, arising from all financial instruments (as defined), whether from an individual counterparty or groups of counterparties. The disclosure concerning concentrations of risk may consist of the following information: (1) for concentrations of credit risk disclosure may include: (a) information about the (shared) activity, region, or economic characteristic that identifies the concentration, (b) the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity, (c) the policy of requiring collateral or other security to support financial instruments subject to credit risk, information about the entity's access to that collateral or other security, and the nature and a brief description of the collateral or other security supporting those financial instruments, and (d) the policy of entering into master netting arrangements to mitigate the credit risk of financial instruments, information about the arrangements for which the entity is a party, and a brief description of the terms of those arrangements, including the extent to which they would reduce the entity's maximum amount of loss due to credit risk and (2) for disclosure of quantitative information about the market risks of financial instruments that is consistent with the way the company manages or adjusts those risks, disclosure may include: (a) more details about current positions and perhaps activity during the period, (b) the hypothetical effects on comprehensive income (or net assets), or annual income, of several possible changes in market prices, (c) a gap analysis of interest rate re-pricing or maturity dates, (d) the duration of the financial instruments, (e) the entity's value at risk from derivatives and from other positions at the end of the reporting period and the average value at risk during the year, or (f) other ways of reporting quantitative information as internally developed.

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Tabular disclosure of the fair value measurement of liabilities using significant unobservable inputs (Level 3), a reconciliation of the beginning and ending balances, separately presenting changes attributable to the following: (1) total gains or losses for the period (realized and unrealized), segregating those gains or losses included in earnings (or changes in net assets), and gains or losses recognized in other comprehensive income (loss) and a description of where those gains or losses included in earnings (or changes in net assets) are reported in the statement of income (or activities); (2) purchases, sales, issues, and settlements (each type disclosed separately); and (3) transfers in and transfers out of Level 3 (for example, transfers due to changes in the observability of significant inputs) by class of liability.

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