XML 37 R40.htm IDEA: XBRL DOCUMENT v2.4.0.6
Fair Value of Financial Instruments (Details 3) (Binomial tree, Recurring basis, Level 3, USD $)
6 Months Ended 12 Months Ended
Jun. 30, 2012
Dec. 31, 2011
Derivative liabilities | 2008 Warrants
   
Assumptions used in the valuation models to determine the fair value of the derivative liabilities    
Exercise price (in dollars per share) $ 9.05 $ 9.05
Volatility (as a percent) 86.91% 78.43%
Stock price (in dollars per share) $ 0.27 $ 2.15
Risk-free discount rate (as a percent) 0.22% 0.19%
Derivative liabilities | 2010 Warrants
   
Assumptions used in the valuation models to determine the fair value of the derivative liabilities    
Exercise price (in dollars per share) $ 3.84 $ 3.84
Volatility (as a percent) 86.85% 78.43%
Stock price (in dollars per share) $ 0.27 $ 2.15
Risk-free discount rate (as a percent) 0.64% 0.83%
Conversion feature embedded in derivative liability | Series B-1 Preferred Stock
   
Assumptions used in the valuation models to determine the fair value of the derivative liabilities    
Exercise price (in dollars per share) $ 15.95 $ 15.95
Volatility (as a percent) 86.91% 78.43%
Stock price (in dollars per share) $ 0.27 $ 2.15
Option Adjusted Spread (as a percent) 37.37% 30.60%
Risk-free discount rate (as a percent) 0.48% 0.59%
Preferred adjustment (as a percent) 1.31% 0.82%