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FORM 10-K
DESCRIPTION OF SECURITIES
LIST OF SUBSIDIARIES
CONSENT
CERTIFICATION
CERTIFICATION
CERTIFICATION
Fair Value Measurement (Tables)
12 Months Ended
Dec. 31, 2021
Fair Value Disclosures [Abstract]
Schedule of fair value measurements of derivative liability on a recurring basis
Valuation techniques
Unobservable inputs
Range of rates
Derivative liability in 2020 related to Streeterville convertible bond
Binomial model
Expected term
0.84-1.00
Risk-free interest rate
0.07%-0.12%
Expected volatility
111.94%-119.90%
Expected dividend yield
0
Fair value measurements of warrants
Valuation techniques
Unobservable inputs
Range of rates
Warrants issued with ordinary shares in 2020
Binomial model
Expected term
Risk-free interest rate
Expected volatility
Expected dividend yield
5 years
0.58%-0.77%
82.20%-82.36%
0