Quarterly report pursuant to Section 13 or 15(d)

Derivative Liability - Schedule of Derivative Liability Using Binomial Pricing Model Assumptions (Details)

v3.21.1
Derivative Liability - Schedule of Derivative Liability Using Binomial Pricing Model Assumptions (Details)
3 Months Ended
Mar. 31, 2021
USD ($)
$ / shares
Dec. 31, 2020
USD ($)
$ / shares
Fair Value $ 5,480,000 $ 8,266,000
Upon Extinguishment in [Member]    
Fair Value $ 2,286,000  
Share Price [Member]    
Derivative liability, measurement input | $ / shares 1.40 1.65
Share Price [Member] | Upon Extinguishment in [Member]    
Derivative liability, measurement input | $ / shares 2.45  
Exercise Price [Member]    
Derivative liability, measurement input | $ / shares 1.41 1.41
Exercise Price [Member] | Upon Extinguishment in [Member]    
Derivative liability, measurement input | $ / shares 1.10  
Expected Life [Member]    
Fair value assumptions, measurement input, term 2 years 11 months 1 day 3 years 2 months 1 day
Expected Life [Member] | Upon Extinguishment in [Member]    
Fair value assumptions, measurement input, term 3 years 9 months 29 days  
Volatility [Member]    
Derivative liability, measurement input 135 107
Volatility [Member] | Upon Extinguishment in [Member]    
Derivative liability, measurement input 157  
Dividend Yield [Member]    
Derivative liability, measurement input 0.00 0.00
Dividend Yield [Member] | Upon Extinguishment in [Member]    
Derivative liability, measurement input 0.00  
Risk Free Interest Rate [Member]    
Derivative liability, measurement input 0.27 0.23
Risk Free Interest Rate [Member] | Upon Extinguishment in [Member]    
Derivative liability, measurement input 0.34  
Warrants [Member]    
Fair Value $ 5,480,000 $ 8,266,000
Warrants [Member] | Upon Extinguishment in [Member]    
Fair Value  
Convertible Notes [Member]    
Fair Value
Convertible Notes [Member] | Upon Extinguishment in [Member]    
Fair Value