Quarterly report pursuant to Section 13 or 15(d)

WARRANTS (Tables)

v3.21.2
WARRANTS (Tables)
 9 Months Ended
Sep. 30, 2021
CFF Warrant [Member]  
Class of Warrant or Right [Line Items]  
SCHEDULE OF WEIGHTED AVERAGE ASSUMPTION OF WARRANTS

 

Risk free interest rate

 

 

2.60

%

Expected dividend yield

 

 

—

%

Expected term in years

 

 

7.00

 

Expected volatility

 

 

83.5

%
K2 Warrant [Member]  
Class of Warrant or Right [Line Items]  
SCHEDULE OF WEIGHTED AVERAGE ASSUMPTION OF WARRANTS

 

Risk free interest rate

 

 

0.60

%

Expected dividend yield

 

 

—

%

Expected term in years

 

 

10.00

 

Expected volatility

 

 

80.0

%
Warrants [Member]  
Class of Warrant or Right [Line Items]  
SCHEDULE OF WEIGHTED AVERAGE ASSUMPTION OF WARRANTS

 

Risk free interest rate

 

 

0.90

%

Expected dividend yield

 

 

—

%

Expected term in years

 

 

5.00

 

Expected volatility

 

 

100.6

%