XML 54 R38.htm IDEA: XBRL DOCUMENT v3.22.1
Derivative Liabilities (Tables)
3 Months Ended
Mar. 31, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of fair value warrant estimated valuation weighted-average assumptions
  Three months ended
  March 31,
2022
Expected term 1.80 - 2.75  
Expected average volatility 85% - 102%
Expected dividend yield -
Risk-free interest rate 0.19% - 2.45%

 

Schedule of changes in the derivative liabilities
Balance at December 31, 2021  $2,063,534 
Addition of new derivatives recognized as warrant   
-
 
Addition of new derivatives recognized as loss on derivatives   
-
 
Exercise of warrants   
-
 
Change in fair value of derivative liability   (386,588)
Balance at March 31, 2022  $1,676,946