Quarterly report pursuant to Section 13 or 15(d)

Derivative Liabilities (Tables)

v3.20.4
Derivative Liabilities (Tables)
6 Months Ended
Dec. 31, 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     184  
Balance, December 31, 2020 (see note 8)   $ 1,294  
Schedule of weighted average assumptions
   

December 31,

2020

   

June 30,

2020

 
Remaining term (years)     2.41       2.92-3.42  
Expected volatility     68 %     70 %
Risk free interest rate     0.15 %      0.18-0.20 % 
Dividend yield     0.00 %     0.00 %