Quarterly report pursuant to Section 13 or 15(d)

Derivative Liabilities (Tables)

v3.20.2
Derivative Liabilities (Tables)
3 Months Ended
Sep. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of fair value on a recurring basis using significant unobservable inputs
    Fair Value
Measurement
Using Level 3
Inputs
Total
 
Balance, June 30, 2020   $ 1,110  
Change in fair value of derivative liabilities     198  

Balance, September 30, 2020 (see note 8)

  $ 1,308  
Schedule of weighted average assumptions
    September 30,
2020
    June 30,
2020
 
Remaining term (years)      2.66-3.16          2.92-3.42    
Expected volatility     68 %     70 %
Risk free interest rate      0.15-0.17 %      0.18-0.20 %
Dividend yield     0.00 %     0.00 %