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Securities Purchase Agreement (Tables)
6 Months Ended
Jun. 30, 2012
Securities Purchase Agreement [Abstract]  
Fair values of derivative liabilities
                 
    Fair Value Measurements at  
    June 30, 2012     December 31, 2011  

Embedded Derivatives of Series C-1 2 Preferred (including dividends paid in Series C-1 2 Preferred)

  $ 3,408     $ 3,628  

Embedded Derivatives of accrued dividends payable in Series C-1 2 Preferred

    654       52  

Series D-1 2 Warrants

    588       2,539  

Series C-2 2 Warrants for:

               

Series C-2 2 Preferred

    3,535       3,785  

Series D-2 2 Warrants

    5,621       5,266  
   

 

 

   

 

 

 
    $ 13,806     $ 15,270  
   

 

 

   

 

 

 
Embedded Derivatives
                 
    June 30,
2012
    December 31,
2011
 

Closing price per share of common stock

  $ 0.06     $ 0.27  

Conversion price per share

  $ 0.05     $ 0.60  

Volatility

    87.5     88.0

Risk-free interest rate

    0.64     0.83

Credit spread

    20.4     20.9

Remaining expected lives of underlying securities (years)

    4.5       5.0  
Series D1 warrants using binomial option pricing
                 
    June 30,
2012
    December 31,
2011
 

Closing price per share of common stock

  $ 0.06     $ 0.27  

Conversion price per share

  $ 0.05     $ 0.60  

Volatility

    67.1     67.5

Risk-free interest rate

    0.30     0.28

Remaining expected lives of underlying securities (years)

    1.7       2.2  

Probability of Strategic Transaction

    N/A       70
Series C2 warrants using binomial option pricing
                 
    June 30,
2012
    December 31,
2011
 

Closing price per share of common stock

  $ 0.06     $ 0.27  

Conversion price per share

  $ 0.05     $ 0.60  

Volatility

    87.5     88.0

Risk-free interest rate

    0.64     0.83

Credit spread

    20.4     20.9

Remaining expected lives of underlying securities (years)

    4.5       5.0  

Time to exercise (months)

    18       24