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SCHEDULE OF INPUTS TO OPTION PRICING MODEL (Details)	9 Months Ended
	Sep. 30, 2021	Sep. 30, 2020
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Expected dividend yield	0.00%	0.00%
Expected share price volatility	127.83%
Risk free interest rate	0.93%
Expected life of options	5 years	5 years
Bottom of range [member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Expected share price volatility		121.55%
Risk free interest rate		0.39%
Top of range [member]
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Expected share price volatility		125.025%
Risk free interest rate		1.21%

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- Definition

Expected life of options granted.

+ References

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- Definition

The expected volatility of the share price used to calculate the fair value of the share options granted. Expected volatility is a measure of the amount by which a price is expected to fluctuate during a period. The measure of volatility used in option pricing models is the annualised standard deviation of the continuously compounded rates of return on the share over a period of time.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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-IssueDate 2020-01-01
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The implied yield currently available on zero-coupon government issues of the country in whose currency the exercise price for share options granted is expressed, with a remaining term equal to the expected term of the option being valued (based on the option's remaining contractual life and taking into account the effects of expected early exercise). [Refer: Government [member]]

+ References

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- Definition

The percentage of an expected dividend used to calculate the fair value of share options granted.

+ References

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