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Warrant Liabilities (Tables)
3 Months Ended
Mar. 31, 2017
Equity [Abstract]  
Fair Value of Convertible Preferred Stock Warrant Liability
The Company has calculated the fair value of the Series C Warrants using a Black-Scholes pricing model, which requires the input of highly subjective assumptions including the expected stock price volatility. The Company used the following inputs: 
 
March 31, 2017
 
December 31, 2016
Volatility
90
%
 
90
%
Expected Term (years)
2.92

 
3.17

Expected dividend yield
%
 
%
Risk-free rate
1.48
%
 
1.51
%