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Notes Payable (Tables)
3 Months Ended
Mar. 31, 2023
Debt Disclosure [Abstract]  
Schedule of Monte Carlo Simulation Assumption

   March 31, 2023   December 31, 2022 
Stock price  $0.007   $0.004 
Term (years)   0.75    1.00 
Annual volatility   172.21%   152.48%
Annual expected return   11.65%   11.89%
Discount rate   4.79%   4.73%
Dividend yield   0%   0%
Schedule of Derivative Liability Activity

The Company’s activity in its convertible debt related derivative liability was as follows for the three months ended March 31, 2023:

 

Balance of derivative liability at January 1, 2022  $ - 
Transfer in due to issuance of warrants with embedded conversion features   4,207 
Change in fair value of derivative liability   (984)
Balance of derivative liability at December 31, 2022   3,223 
Change in fair value of derivative liability   1,347 
Balance of derivative liability at March 31, 2023  $4,570 
Schedule of Warrant Derivative Liabilities

The Company’s activity in its warrant derivative liabilities was as follows for the three months ended March 31, 2023:

 

Balance of warrant derivative liability at January 1, 2022  $1,130 
Transfer in due to issuance of warrants with embedded conversion features   2,554 
Transfer out upon conversion of convertible notes and warrants with embedded conversion provisions   (231)
Change in fair value of warrant derivative liability   (1,726)
Balance of derivative liability at December 31, 2022   1,727 
Transfer out upon conversion of convertible notes and warrants with embedded conversion provisions   (31)
Change in fair value of warrant liability   1,696 
Balance of warrant derivative liabilities at March 31, 2023  $3,392 
Schedule of Derivative Liability Fair Value

 

   Level 1   Level 2   Level 3   Fair Value 
   March 31, 2023 
   Level 1   Level 2   Level 3   Fair Value 
                 
Liabilities                                      
Derivative liability  $-   $-   $4,570   $4,570 
Warrant derivative liability  $-   $-   $3,392   $3,392 

 

   Level 1   Level 2   Level 3   Fair Value 
   December 31, 2022 
   Level 1   Level 2   Level 3   Fair Value 
                 
Liabilities                                      
Derivative liability  $-   $-   $3,223   $3,223 
Warrant derivative liability  $-   $-   $1,727   $1,727