Annual report pursuant to Section 13 and 15(d)

DERIVATIVE LIABILITIES (Tables)

v3.3.1.900
DERIVATIVE LIABILITIES (Tables)
 12 Months Ended
Sep. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Black-Scholes option-pricing model assumption inputs

The Black-Scholes option-pricing model with the following assumption inputs:

 

    September 11, 2015  
Annual dividend yield     —  
Expected life (years)     0.5  
Risk-free interest rate     0.25 %
Expected volatility     45.33 %

 

The Black-Scholes option-pricing model with the following assumption inputs:

 

    September 14, 2015  
Annual dividend yield     —  
Expected life (years)     0.5  
Risk-free interest rate     0.26 %
Expected volatility     45.95 %

  

The Black-Scholes option-pricing model with the following assumption inputs:

 

    September 30, 2015  
Annual dividend yield     —  
Expected life (years)     0.5  
Risk-free interest rate     0.08 %
Expected volatility     47.83 %