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Investment in Unigen Power, Inc. (Tables)
12 Months Ended
Jan. 31, 2020
Investments, All Other Investments [Abstract]  
Schedule of Warrants Valuation Assumptions

The value of the warrants was based on Black-Scholes pricing model based on the following inputs:

 

Debenture Warrants

 

Type of option   Call option  
Stock price   $ 2.25  
Exercise (Strike) price   $ 1.00  
Time to maturity (years)     2.0  
Annualized risk-free rate     1.630 %
Annualized volatility     27.43 %

 

Additional Warrants

 

Type of option   Call option  
Stock price   $ 2.25  
Exercise (Strike) price   $ 2.25  
Time to maturity (years)     2.0  
Annualized risk-free rate     1.630 %
Annualized volatility     27.43 %