XML 60 R21.htm IDEA: XBRL DOCUMENT

Stock Option Plan: Stock Options Valuation Assumptions Table, Black Scholes Option Pricing Model (Details)	6 Months Ended
	Jun. 28, 2013
Details
Risk-free interest rate	0.39%
Dividend yield	0.00%
Volatility	377.00%
Expected life (in years)	3 years 6 months

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References+ Details