Annual report pursuant to Section 13 and 15(d)

Derivative Liabilities (Tables)

v3.19.1
Derivative Liabilities (Tables)
12 Months Ended
Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Conversion Feature Derivative Liability

    Warrant
liability
 
Balance at January 1, 2017   $ 1,237  
         
Change in fair value included in earnings     (1,237 )
Balance at December 31, 2017     -  
Change in fair value included in earnings     -  
Balance at December 31, 2018   $ -  

Schedule of Assumptions for Fair Value of Convertible Instruments Granted Under Black-scholes Option Pricing Model

The Company used the following assumptions for determining the fair value of the convertible instruments granted under the Black-Scholes option pricing model:

 

    December 31, 2018     December 31, 2017  
Expected volatility     -       263.35 %
Expected term - years     -       0.35  
Risk-free interest rate     -       1.22 %
Expected dividend yield     -       -