Derivative Liability (Details) - USD ($) |
9 Months Ended | 12 Months Ended |
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Sep. 30, 2021 |
Dec. 31, 2020 |
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Derivative Liability (Details) | ||
Stock price | $ 6.68 | $ 7.21 |
Risk-free interest rate | 0.98% | 0.36% |
Expected volatility | 132.00% | 135.00% |
Expected life (in years) | 3 years 9 months 29 days | 4 years 7 months 6 days |
Expected dividend yield | $ 0 | $ 0 |
Fair value of warrants | $ 340,000 | $ 383,000 |
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- References No definition available.
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- Definition Percentage rate that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of the specified guaranteed benefit obligation as of the balance sheet date. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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- Definition Value of outstanding derivative securities that permit the holder the right to purchase securities (usually equity) from the issuer at a specified price. No definition available.
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