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Common and Preferred Stock Warrants (Tables)
12 Months Ended
Dec. 31, 2014
Text Block [Abstract]  
Assumptions Used in Valuing Warrant

The following assumptions were used in valuing the 2010 SVB Warrant:

 

     February 6,
2014
    December 31,
2013
    December 31,
2012
 

Risk-free interest rate

     2.45     2.45     1.26

Expected dividend yield

     0.00     0.00     0.00

Expected term (in years)

     6.31        6.41        7.41   

Expected volatility

     75.82     75.82     76.60

The following assumptions were used in valuing the 2012 Warrant:

 

     February 6,
2014
     December 31,
2013
    December 31,
2012
    September 4,
2012
 

Risk-free interest rate

     3.04      2.79     1.74     1.67

Expected dividend yield

     0.00      0.00     0.00     0.00

Expected term (in years)

     8.58         8.68        9.35        10   

Expected volatility

     77.90      77.90     74.00     76.92

The following assumptions were used in valuing the 2014 SVB Warrant:

 

     November 25,
2014
 

Risk-free interest rate

     2.27

Expected dividend yield

     0.00

Expected term (in years)

     10   

Expected volatility

     79.28

The following assumptions were used in valuing the PIPE Warrants:

 

     December 31,
2014
    December 2,
2014
 

Risk-free interest rate

     1.10     0.96

Expected dividend yield

     0.00     0.00

Expected term (in years)

     2.92        3.00   

Expected volatility

     56.79     57.28