Derivative Liability (Details) - Schedule of Black-Scholes valuation model |
3 Months Ended |
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Nov. 30, 2019
$ / shares
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| Derivative Liability (Details) - Schedule of Black-Scholes valuation model [Line Items] | |
| Risk free interest rate | 1.24% |
| Expected life of derivative liability | 1 year |
| Expected dividend rate | 0.00% |
| Minimum [Member] | |
| Derivative Liability (Details) - Schedule of Black-Scholes valuation model [Line Items] | |
| Conversion price (in Dollars per share) | $ 0.22 |
| Risk free interest rate | 2.08% |
| Expected volatility of underlying stock | 93.90% |
| Maximum [Member] | |
| Derivative Liability (Details) - Schedule of Black-Scholes valuation model [Line Items] | |
| Conversion price (in Dollars per share) | $ 0.23 |
| Risk free interest rate | 2.12% |
| Expected volatility of underlying stock | 104.20% |
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- Definition Conversion price. No definition available.
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- References No definition available.
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- Definition Expected volatility of underlying stock. No definition available.
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- Definition Expected life of derivative liability. No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Details
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