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Derivative Liabilities (Tables)

9 Months Ended

Sep. 30, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Liabilities at Fair Value

The derivative liabilities were valued using the Black-Scholes-Merton valuation model with the following assumptions:

		As of				As of
		September 30, 2018				June 12, 2018
		(Unaudited)				(issuance)
Risk-free interest rate		$	3.19	%		$	2.9	%
Expected volatility			204	%			165	%
Expected life (in years)			4.7 years				5 years
Expected dividend yield			0.00	%			0.00	%
Fair Value of warrants		$	189,069			$	508,589

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Tabular disclosure of derivative liabilities at fair value.

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