XML 54 R37.htm IDEA: XBRL DOCUMENT v3.20.4
10. SHAREHOLDERS' EQUITY (Tables)
12 Months Ended
Sep. 30, 2020
Stockholders' Equity Attributable to Parent [Abstract]  
Fair value assumptions

The following table summarizes the inputs used for the Black-Scholes pricing model on the options issued in the years ended September 30, 2020 and 2019:

 

      2020      2019  
 Exercise price   $ 1.57-3.15     $ 5.41-7.50  
 Risk free interest rate     0.16-1.64 %     2.41-2.47 %
 Volatility     95.96-111.31 %     89.60-90.68 %
 Expected term     3-10 years       10 years  
 Dividend yield     None         None  

 

The following table summarizes the inputs used for the Black-Scholes pricing model on the warrants issued in the years ended September 30, 2020 and 2019:

 

     2020      2019  
Exercise price   $ 1.25-3.9125     $ 4.375-7.50  
Risk free interest rate     1.48-1.63 %     2.15-2.90 %
Volatility     95.36-96.85 %     70.61-75.03 %
Expected term     5 years       5 years  
Dividend yield     None       None