SCHEDULE OF ESTIMATED FAIR VALUE ASSUMPTIONS (Details) |
9 Months Ended |
---|---|
Sep. 30, 2021
$ / shares
| |
Volatility | 90.00% |
Risk free rate | 0.66% |
Stock price | $ 0.52 |
Credit spread | 6.35% |
Minimum [Member] | |
Risk free rate | 0.08% |
Maximum [Member] | |
Risk free rate | 0.20% |
X | ||||||||||
- Definition Credit spread. No definition available.
|
X | ||||||||||
- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|