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Derivative Liabilities (Tables)

6 Months Ended

Jun. 30, 2020

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
		June 30, 2020				December 31, 2019
			(Unaudited)
Risk-free interest rate		$	1.4	%		$	2.4	%
Expected volatility			181	%			173	%
Contractual life (in years)			3.0 years				3.4 years
Expected dividend yield			0.00	%			0.00	%
Fair Value of warrants		$	68,498			$	28,545

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- References

No definition available.

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- Definition

Tabular disclosure of assumption used to determine benefit obligation and net periodic benefit cost of defined benefit plan. Includes, but is not limited to, discount rate, rate of compensation increase, expected long-term rate of return on plan assets and interest crediting rate.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 715
-SubTopic 20
-Section 50
-Paragraph 1
-Subparagraph (k)
-URI http://asc.fasb.org/extlink&oid=118255775&loc=d3e1928-114920

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