v3.22.2.2
Convertible Notes (Tables)
 9 Months Ended
Sep. 30, 2022
Debt Disclosure [Abstract]  
Schedule of the fair value of the derivative at each balance sheet
   September 30,
2022		 
Common stock price  $0.15 
Expected volatility   235.62%
Expected term   1.68 
Risk free rate   4.17%
Expected dividend yield   0%
Fair Market Value of Warrants  $1 

 

   December 31,
2021		 
Common stock price   0.9585 
Expected volatility   275.94%
Expected term   2.43 years  
Risk free rate   0.83%
Expected dividend yield   0%
Fair Market Value of Warrants  $10 

 

   September 30,
2022		 
Common stock price  $0.15 
Expected volatility   274.48%
Expected term (years)   2.93 
Risk free rate   4.25%
Expected dividend yield   0%
Fair Market Value of Warrants  $- 

 

   December 31,
2021		 
Common stock price   0.9585 
Expected volatility   275.94%
Expected term (years)   3.68 
Risk free rate   1.07%
Expected dividend yield   0%
Fair Market Value of Warrants  $2 

 

   September 30,
2022		 
Common stock price  $0.15 
Expected volatility   183.16%
Expected term   0.52 
Risk free rate   3.92%
Expected dividend yield   0%
Fair Market Value of Convertible component  $88 

 

   December 31,
2021		 
Common stock price  $0.9585 
Expected volatility   275.94%
Expected term   1.27 
Risk free rate   1.07%
Expected dividend yield   0%
Fair Market Value of Convertible component  $164 

 

   September 30,
2022		 
Common stock price  $0.15 
Expected volatility   274.48%
Expected term   3.52 
Risk free rate   4.20%
Expected dividend yield   0%
Fair Market Value of Warrants  $2 

 

   December 31,
2021		 
Common stock price  $0.9585 
Expected volatility   275.94%
Expected term   4.27 
Risk free rate   1.07%
Expected dividend yield   0%
Fair Market Value of Warrants  $12 

 

    December 31,
2021		  
Common stock price   $ 0.9585  
Expected volatility      86.8 – 87.57 %
Expected term      0.43 – 0.51  
Risk free rate      0.16 – 0.19 %
Expected dividend yield     0 %
Fair Market Value of Convertible component   $ 331  

 

   September 30,
2022		 
Common stock price  $0.15 
Expected volatility   183.16%
Expected term   0.21 
Risk free rate   3.26%
Expected dividend yield   0%
Fair Market Value of Convertible component  $272 

 

   December 31,
2021		 
Common stock price  $0.9585 
Expected volatility   205.2%
Expected term   0.95 
Risk free rate   0.37%
Expected dividend yield   0%
Fair Market Value of Convertible component  $522 

 
Schedule of changes in fair value of the level 3 liabilities
   Warrants   Convertible
component		 
   (U.S. dollars in thousands) 
Outstanding at December 31, 2021   24    1,017 
Settled upon debt conversion   
-
    (110)
Changes in fair value   (21)   (370)
Outstanding at September 30, 2022   3    537 

 

   Warrants   Convertible
component		 
   (U.S. dollars in thousands) 
Outstanding at December 31, 2021   20    493 
Fair value of issued level 3 liability   21    2,064 
Changes in fair value   (17)   (1,540)
Outstanding at December 31, 2021   24    1,017