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DERIVATIVE LIABILITIES (Tables)

v3.2.0.727
DERIVATIVE LIABILITIES (Tables)
9 Months Ended
Jun. 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:

 

    June 30, 2015  
Annual dividend yield     -  
Expected life (years)     0.5  
Risk-free interest rate     0.11 %
Expected volatility     42.15 %