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LINE OF CREDIT (Tables)

12 Months Ended

Dec. 31, 2017

Debt Disclosure [Abstract]

Schedule of black scholes option pricing model to determine the fair value of the stock warrant

The Company used the Black Scholes option pricing model to determine the fair value of the stock warrant, using the following assumptions:

Contractual term		5.0 years
Volatility		122.44	%
Risk-free interest rate		1.48	%
Dividend yield		1.44	%

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- Definition

Tabular disclosure of the significant assumptions used during the year to estimate the fair value of warrants, including, but not limited to: (a) expected term, (b) expected volatility of the entity's shares, (c) expected dividends, (d) risk-free rate(s), and (e) discount for post-vesting restrictions.

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