XML 35 R56.htm IDEA: XBRL DOCUMENT v2.4.0.8
Warrants and Derivative Liabilities - Schedule of Fair Value Assumptions Used to Calculate Value of Convertible Note Derivative Feature (Detail) (USD $)
3 Months Ended
Mar. 31, 2014
Dec. 31, 2013
Sep. 30, 2013
Jun. 30, 2013
Mar. 31, 2013
Combined principal balances of the term loans   $ 10,411,000 $ 10,411,000 $ 14,389,000 $ 15,380,000
Stock price   $ 1.64 $ 2.34 $ 2.64 $ 2.67
Percentage volume condition met   87.20% 80.20% 87.50% 80.50%
Expected volatility   68.60% 66.30% 65.80% 66.90%
Risk-free interest rate   0.12% 0.10% 0.21% 0.20%
Expected annual dividend yield   16.50% 15.50% 16.70% 16.50%
Recovery rate   35.00% 35.00% 37.00% 30.00%
Redeemable N/A yes yes yes yes
Term (years)   9 months 1 year 1 year 3 months 4 days 1 year 6 months 4 days
Dilution effect N/A yes yes yes yes
Fair value     $ 200,000 $ 500,000 $ 500,000
Fair value as a percent of par   0.02% 0.70% 3.30% 3.40%