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v3.19.1

Derivative Warrant Liabilities (Details Narrative) | 12 Months Ended |
--- | --- | ---
Dec. 31, 2018 | Mar. 31, 2017 shares
Warrant calculation description | The Company recalculated the value of warrants by applying a +/- 5% changes to the input variables in the Black-Scholes model that vary overtime, namely, the volatility and the risk-free rate. A 5.0% decrease or increase in volatility would not have materially changed the value of the warrants. A 5.0% decrease or increase in the risk-free rate would not have materially changed the value of the warrants; the value of the warrants is not strongly correlated with small changes in interest rates. |
Measurement Input Price Volatility [Member] |  |
Fair value assumption rate | 0.050 |
Measurement Input Risk Free Interest Rate [Member] |  |
Fair value assumption rate | 0.050 |
Common Stock [Member] |  |
Cashless exercise warrants |  | 24
Warrant [Member] |  |
Cashless exercise warrants |  | 51

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