Stock-Based Compensation - Schedule of Black Scholes Valuation Allowance Model of Warrants (Details) - Warrants [Member]	3 Months Ended	12 Months Ended
Mar. 31, 2021	Dec. 31, 2020
Expected term	3 years	3 years
Expected volatility	140.50%	140.50%
Risk-free interest rates	1.40%	1.40%
Dividend yields	0.00%	0.00%

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.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

+ References

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
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-Name Accounting Standards Codification
-Topic 718
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-Section S99
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-URI http://asc.fasb.org/extlink&oid=122041274&loc=d3e301413-122809

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