Quarterly report pursuant to Section 13 or 15(d)

Derivative Liability (Details)

v3.21.2
Derivative Liability (Details) - USD ($)
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
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