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FAIR VALUE OF FINANCIAL INSTRUMENTS (Tables)
12 Months Ended
Sep. 30, 2020
FAIR VALUE OF FINANCIAL INSTRUMENTS  
Summarizes of the significant unobservable inputs in fair value measurement of Level 3 financial assets and liabilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Fair value at

 

Carrying value at

 

 

 

 

 

 

 

 

 

 

 

September 30, 

 

September 30, 

 

 

 

 

 

 

 

Weighted

 

 

    

2019

    

2019

    

Valuation Technique

    

Unobservable Input

    

Range

    

Average

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Secured Convertible Notes (“2018 Notes”)

 

$

102,777

 

$

104,482

 

Monte Carlo simulation

 

Annualized volatility

 

87.22% - 92.66%

 

87.39

%