XML 19 R54.htm IDEA: XBRL DOCUMENT v2.4.1.9
Investments and Fair Value Measurements Fair Value Inputs, Quantitative Information (Details) (Significant Unobservable Inputs (Level 3), Fair Value, Measurements, Recurring, USD $)
In Thousands, except Per Share data, unless otherwise specified
3 Months Ended 12 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Dec. 31, 2014
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Warrants $ 2,228vgr_WarrantsFairValueDisclosure   2,342vgr_WarrantsFairValueDisclosure
Fair value of derivatives embedded within convertible debt 162,039vgr_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiabilityCurrentAndNonCurrent   169,386vgr_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiabilityCurrentAndNonCurrent
Option Model [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Warrants 2,228vgr_WarrantsFairValueDisclosure
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  2,342vgr_WarrantsFairValueDisclosure
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Discounted Cash Flow [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Fair value of derivatives embedded within convertible debt $ 162,039vgr_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiabilityCurrentAndNonCurrent
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  169,386vgr_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiabilityCurrentAndNonCurrent
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Warrants (1) | Option Model [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Stock price (dollars per share) $ 3.86vgr_FairValueInputsStockPrice
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$ 3.95vgr_FairValueInputsStockPrice
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Exercise price (dollars per share) $ 1.68vgr_FairValueInputsExercisePrice
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$ 1.68vgr_FairValueInputsExercisePrice
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Term (in years) 1 year 7 months 6 days 1 year 10 months 2 days  
Volatility 41.45%us-gaap_FairValueAssumptionsExpectedVolatilityRate
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44.42%us-gaap_FairValueAssumptionsExpectedVolatilityRate
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Dividend rate 0.00%vgr_FairValueInputsDividendRate
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0.00%vgr_FairValueInputsDividendRate
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Risk-free return 0.70%vgr_FairValueInputsRiskFreeReturn
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0.70%vgr_FairValueInputsRiskFreeReturn
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Derivative Financial Instruments, Liabilities [Member] | Discounted Cash Flow [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Stock price (dollars per share) $ 21.97vgr_FairValueInputsStockPrice
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$ 21.31vgr_FairValueInputsStockPrice
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Volatility 16.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
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16.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
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Assumed annual stock dividend 5.00%vgr_FairValueInputsAssumedAnnualStockDividend
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5.00%vgr_FairValueInputsAssumedAnnualStockDividend
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Assumed annual cash dividend (dollars per share) $ 1.60vgr_FairValueInputsAssumedAnnualCashDividend
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$ 1.60vgr_FairValueInputsAssumedAnnualCashDividend
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Convertible trading price 107.25%vgr_FairValueInputsConvertibleStockPricePercent
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106.80%vgr_FairValueInputsConvertibleStockPricePercent
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Implied credit spread 7.00%vgr_FairValueInputsImpliedCreditSpread
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  6.75%vgr_FairValueInputsImpliedCreditSpread
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Minimum [Member] | Derivative Financial Instruments, Liabilities [Member] | Discounted Cash Flow [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Implied credit spread 6.50%vgr_FairValueInputsImpliedCreditSpread
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  6.25%vgr_FairValueInputsImpliedCreditSpread
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Maximum [Member] | Derivative Financial Instruments, Liabilities [Member] | Discounted Cash Flow [Member]      
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]      
Implied credit spread 7.50%vgr_FairValueInputsImpliedCreditSpread
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  7.25%vgr_FairValueInputsImpliedCreditSpread
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