Note and Securities Purchase Agreement, Senior Secured Note , and Series S Warrants (Tables)

9 Months Ended

Sep. 30, 2017

Debt Disclosure [Abstract]

Schedule of Fair Value of Series S Warrants

The Series S Warrants issue-date fair value of $10.0 million was estimated using a Black-Scholes valuation model using the following assumptions:

	Issue
Series S Warrants	Date
Exercise price per share	$	0.01
Value of common stock	$	4.50
Expected term (years)		15.0
Volatility		48	%
Risk free rate		2.4	%
Dividend yield		0	%