Derivative Liabilities (Tables) |
12 Months Ended | ||||||||||||||||||||||||||||||||||||||||
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Dec. 31, 2020 | |||||||||||||||||||||||||||||||||||||||||
| Derivative Instruments and Hedging Activities Disclosure [Abstract] | |||||||||||||||||||||||||||||||||||||||||
| Schedule of Conversion Feature Derivative Liability |
On May 14, 2019, due to the cash repayment any derivative liability was fair valued at repayment date and a gain was recorded for the reversal of derivative liability.
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| 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:
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- Definition Schedule of conversion feature derivative liability [Table Text Block] No definition available.
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- References No definition available.
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- Definition Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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