Annual report pursuant to Section 13 and 15(d)

Warrants and Derivative Liabilities (Details 4)

v3.20.4
Warrants and Derivative Liabilities (Details 4) - Monte Carlo simulations - Emerald financing
Dec. 31, 2020
$ / shares
Dec. 31, 2019
$ / shares
Class of Warrant or Right [Line Items]    
Underlying common stock price $ 0.04 $ 0.13
Dividend yield    
Class of Warrant or Right [Line Items]    
Warrants and rights outstanding measurement input (in percent) 0 0
Volatility factor    
Class of Warrant or Right [Line Items]    
Warrants and rights outstanding measurement input (in percent) 90.9 79.5
Risk-free interest rate    
Class of Warrant or Right [Line Items]    
Warrants and rights outstanding measurement input (in percent) 0.14 1.62
Expected term (years)    
Class of Warrant or Right [Line Items]    
Expected Term 2 years 1 month 17 days 3 years 1 month 17 days