Derivative Liability (Details) - Schedule of Black-Scholes valuation model |
6 Months Ended |
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Feb. 29, 2020
$ / shares
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| Derivative Liability (Details) - Schedule of Black-Scholes valuation model [Line Items] | |
| Expected dividend rate | 0.00% |
| Minimum [Member] | |
| Derivative Liability (Details) - Schedule of Black-Scholes valuation model [Line Items] | |
| Conversion price | $ 0.095 |
| Risk free interest rate | $ 1.38 |
| Expected life of derivative liability | 6 years |
| Expected volatility of underlying stock | 93.90% |
| Maximum [Member] | |
| Derivative Liability (Details) - Schedule of Black-Scholes valuation model [Line Items] | |
| Conversion price | $ 0.25 |
| Risk free interest rate | $ 0.0212 |
| Expected life of derivative liability | 9 years |
| Expected volatility of underlying stock | 108.70% |
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- Definition Conversion price. No definition available.
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- Definition Represents risk free interest rate of of derivative liabilities. 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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