Convertible Note Receivable in Unigen Power, Inc. (Tables)

12 Months Ended

Jan. 31, 2021

Investments, All Other Investments [Abstract]

Schedule of Warrants Valuation Assumptions

Debenture Warrants

Type of option	Call option
Stock price	$	2.25
Exercise (Strike) price	$	1.00
Time to maturity (years)		2.0
Annualized risk-free rate		1.630	%
Annualized volatility		27.43	%

Additional Warrants

Type of option	Call option
Stock price	$	2.25
Exercise (Strike) price	$	2.25
Time to maturity (years)		3.0
Annualized risk-free rate		1.630	%
Annualized volatility		27.43