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Convertible Loans (Tables) - Warrant [Member] | 12 Months Ended
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Dec. 31, 2020
Valuation Technique, Black-Scholes Option Pricing Model [Member] |
Schedule of Weighted-average Assumptions Valuation Method | The Mandatory Conversion (scenario 1) was estimated by the appraiser using the Black-Scholes option pricing model, to compute the fair value of the derivative and to market the fair value of the derivative at each balance sheet date. The following are the data and assumptions used as of issuance dates and as of the balance sheet date:
|  | September 21, 2020 |  |  | October 23, 2020 |  |  | December 31, 2020 |
Dividend yield |  |  | 0 |  |  |  | 0 |  |  |  | 0 |
Risk-free interest rate |  |  | 0.19 | % |  |  | 0.11 | % |  |  | 0.09 | %
Expected term (years) |  |  | 0.775 |  |  |  | 0.685 |  |  |  | 0.417 |
Volatility |  |  | 51.96 | % |  |  | 51.96 | % |  |  | 48.06 | %
Share price |  |  | 6.72 |  |  |  | 5.88 |  |  |  | 8.61 |
Exercise price |  |  | 7.63 |  |  |  | 7.63 |  |  |  | 7.63 |
Fair value |  |  | 15,208 |  |  |  | 6,457 |  |  |  | 47,499 |
Valuation Technique, Binomial Option Pricing Model [Member] |
Schedule of Weighted-average Assumptions Valuation Method | The Optional Conversion (scenario 2) was estimated by the appraiser using binomial option pricing model and simulating and waiver of the lender as an exercise price, to compute the fair value of the derivative and to mark to market the fair value of the derivative at each balance sheet date. The following are the data and assumptions used as of the issuance dates and as of balance sheet date:
|  | September 21, 2020 |  |  | October 23, 2020 |  |  | December 31, 2020 |
Dividend yield |  |  | 0 |  |  |  | 0 |  |  |  | 0 |
Risk-free interest rate |  |  | 0.12-0.16 | % |  |  | 0.12-0.2 | % |  |  | 0.10-0.14 | %
Volatility |  |  | 51.96 | % |  |  | 51.96 | % |  |  | 48.06 | %
Share price |  |  | 6.72 |  |  |  | 5.88 |  |  |  | 8.61 |
Fair value |  |  | 26,824 |  |  |  | 15,167 |  |  |  | 77,381 |

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