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Stockholders' Equity (Tables)
3 Months Ended
Mar. 31, 2020
Equity [Abstract]  
Schedule of Estimated Values of Warrants Valuation Assumptions

The estimated values of warrants, as well as the assumptions that were used in calculating such values were based on estimates at the issuance date as follows:

 

   

Placement

Agent

December 30,

2016

   

Bridge

Noteholders

September 21,

2017

 
Risk-free interest rate     1.93 %     1.89 %
Weighted average expected term     5 years       5 years  
Expected volatility     123.07 %     130.80 %
Expected dividend yield     0.00 %     0.00 %

 

   

Placement

Agent

November 17,

2017

   

Placement

Agent

November 30,

2017

 
Risk-free interest rate     2.06 %     2.14 %
Weighted average expected term     5 years       5 years  
Expected volatility     129.87 %     129.34 %
Expected dividend yield     0.00 %     0.00 %

 

   

Placement

Agent

September 20,

2018

   

Placement

Agent

September 26,

2018

 
Risk-free interest rate     2.96 %     2.96 %
Weighted average expected term     5 years       5 years  
Expected volatility     122.52 %     122.92 %
Expected dividend yield     0.00 %     0.00 %

 

          Placement
Agent
March 2, 2020
 
Risk-free interest rate             0.88 %
Weighted average expected term             5 years  
Expected volatility             130.12 %
Expected dividend yield             0.00 %