Quarterly report pursuant to Section 13 or 15(d)

Derivative Liability (Tables)

v3.21.2
Derivative Liability (Tables)
6 Months Ended
Jun. 30, 2021
Convertible Notes Payable  
Fair value assumptions

 

 

June 30,

2021

 

 

December 31,

2020

 

 

 

 

 

 

 

 

Stock Price

 

$ 15.50

 

 

$ 7.21

 

Risk-free interest rate

 

 

0.87 %

 

 

0.36 %

Expected volatility

 

 

135 %

 

 

135 %

Expected life (in years)

 

4.33 years

 

 

4.60 years

 

Expected dividend yield

 

 

-

 

 

 

-

 

 

 

 

 

 

 

 

 

 

Fair Value:

 

 

 

 

 

 

 

 

Warrants

 

$ 842,000

 

 

$ 383,000