XML 93 R73.htm IDEA: XBRL DOCUMENT v3.21.1
Fair Value Measurements - Schedule of Fair Value Assumptions (Details)
Dec. 31, 2020
$ / shares
shares
Dec. 31, 2019
$ / shares
shares
Number of warrants outstanding | shares 50,000 100,000
Expiration date Jun. 21, 2022 Jun. 21, 2022
Exercise price | $ / shares $ 3.92 $ 11.30
Stock Price [Member]    
Fair value meaeurement input 3.68 3.00
Dividend Yield [Member]    
Fair value meaeurement input 0 0
Average Volatility Rate [Member]    
Fair value meaeurement input [1] 120 80
Probability Of Down-round Event [Member]    
Fair value meaeurement input [2] 0 25
Risk Free Interest Rate [Member]    
Fair value meaeurement input 0.11 1.59
[1] The average volatility represents the Company's volatility measurement, the observed volatility of our peer group over a similar period, and the stock market volatility as of the valuation date.
[2] Represents the estimated probability of a future down-round event during the remaining term of the warrants.