Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE LIABILITY (Tables)

v3.7.0.1
DERIVATIVE LIABILITY (Tables)
6 Months Ended
Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of black scholes valuations of derivatives

The significant assumptions used in the Black Scholes valuations of the derivatives at June 30, 2017 are as follows: 

 

    2017
Volatility   111%-254%
Expected term (years)   1 - 58 months
Risk-free interest rate   0.84% -1.89%
Dividend yield   None

 

The significant assumptions used in the Black Scholes valuation of the derivative are as follows:

 

    2016
Volatility   68%
Expected term (years)   12 months
Risk-free interest rate   0.48%
Dividend yield   None