Notes Payable (Tables)

9 Months Ended

Sep. 30, 2021

Debt Disclosure [Abstract]

Schedule of Convertible Promissory Notes

The following table summarizes the Company’s outstanding convertible notes as of September 30, 2021, and December 31, 2020:

(in thousands)	September 30, 2021			December 31, 2020
Convertible Notes	$	1,296		$	720
Unamortized discounts		(434	)		(79	)
	$	862		$	641

Schedule of Fair Value of Derivative Liabilities Estimated Issuance and Valuation Mode

During the nine months ended September 30, 2021, the fair value of the derivative liabilities was estimated at issuance and at the September 30, 2021, using the Binomial Lattice valuation model with the following assumptions:

Dividend rate	—	%
Term (in years)	0.01 to 1 year
Volatility	247% to 412	%
Risk-free interest rate	0.07% to 0.87	%