XML 26 R22.htm IDEA: XBRL DOCUMENT v3.3.0.814
Fair Value of Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2015
Fair Value Disclosures [Abstract]  
Fair Value Inputs, Liabilities, Quantitative Information
  The following table summarizes the calculated aggregate fair values of the warrants, along with the assumptions utilized in each calculation:
 
 
 
September 29,
 
 
December 31,
 
 
 
2015
 
 
2014
 
Calculated aggregate value
 
$
5,287
 
 
$
7,386
 
Weighted average exercise price
 
$
0.30
 
 
$
0.30
 
Closing price per share of common stock
 
$
0.40
 
 
$
0.79
 
Volatility
 
 
137
%
 
 
136.9
%
Weighted average remaining expected life (years)
 
 
4.2
 
 
 
5.0
 
Risk-free interest rate
 
 
1.4
%
 
 
1.6
%
Dividend yield
 
 
-
 
 
 
-