XML 31 R20.htm IDEA: XBRL DOCUMENT v3.7.0.1
Warrant Liabilities (Tables)
 3 Months Ended
Mar. 31, 2017
Warrant Liabilities [Abstract]  
Schedule of Weighted-average Assumptions
The following reflects the weighted-average assumptions for each of the three-month periods indicated:
 
  
Three Months Ended March 31,
 
  
2017
  
2016
 
       
Risk-free interest rate
  
1.05
%
  
0.21
%
Expected dividend yield
  
0
%
  
0
%
Expected lives
  
0.98
   
0.34
 
  Expected volatility
  
95.1
%
  
86.8
%
  Warrants classified as liabilities (in shares)
  
28,515,071
   
6,371,854
 
Loss on warrant liabilities
 
$ 
(32,119
)
 
$ 
(184,272
)