Fair Value of Financial Instruments - Assumptions Used in Valuing Warrants (Detail)
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0 Months Ended | |
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Mar. 31, 2015
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Dec. 31, 2014
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Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Abstract] | ||
Risk-free interest rate | 0.89%us-gaap_FairValueAssumptionsRiskFreeInterestRate | 1.10%us-gaap_FairValueAssumptionsRiskFreeInterestRate |
Expected dividend yield | 0.00%us-gaap_FairValueAssumptionsExpectedDividendRate | 0.00%us-gaap_FairValueAssumptionsExpectedDividendRate |
Expected term (in years) | 2 years 8 months 1 day | 2 years 11 months 1 day |
Expected volatility | 62.19%us-gaap_FairValueAssumptionsExpectedVolatilityRate | 56.79%us-gaap_FairValueAssumptionsExpectedVolatilityRate |
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- Definition
Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price). Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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