Annual and transition report of foreign private issuers pursuant to Section 13 or 15(d)

Fair Value Measurements (Tables)

v3.21.1
Fair Value Measurements (Tables)
12 Months Ended
Dec. 31, 2020
Fair Value Disclosures [Abstract]  
Schedule of assumptions used for the models
    Ami Sagy*     US investors - 2019
agreement
 
    2020     2019     2020     2019  
Probability     3 %     3 %     3 %     3 %
                                 
Expected volatility     71.19 %     59.58 %     70.78 %     59.58 %
Risk free interest rate     0.12 %     1.62 %     0.12 %     1.62 %
Expected term (years)     1.68       2.68       1.68       2.68  
Schedule of level 3 anti-dilution instrument
    2020     2019  
Opening balance as of beginning of year   $ (68 )   $ (97 )
Issuance     -       (100 )
Exercise of anti-dilution derivatives     -       2,024  
Gain (loss) from changes in fair value of financial instruments     40       (1,895 )
Closing balance as of end of year   $ (28 )   $ (68 )
Schedule of level 3 wrrants
    2019  
Opening balance as of beginning of year   $ -  
Classification of warrants from equity to liability     (1,804 )
Loss from changes in fair value of financial instruments     (1,335 )
Classification of warrants from liability to equity     3,139  
Closing balance as of end of year   $ -