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Securities Purchase Agreement (Tables)
9 Months Ended
Sep. 30, 2012
Securities Purchase Agreement [Abstract]  
Fair values of derivative liabilities
                 
    Fair Value Measurement at  
    September 30,
2012
    December 31,
2011
 

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

  $ 3,707     $ 3,628  

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

    193       52  

Series D-1 2 Warrants

    571       2,539  

Series C-2 2 Warrants for:

               

Series C-2 2 Preferred

    2,782       3,785  

Series D-2 2 Warrants

    5,464       5,266  
   

 

 

   

 

 

 
    $ 12,717     $ 15,270  
   

 

 

   

 

 

 
Embedded Derivatives
                 
    September 30,
2012
    December 31,
2011
 

Closing price per share of common stock

  $ 0.044     $ 0.27  

Conversion price per share

  $ 0.005     $ 0.60  

Volatility

    98.2     88.0

Risk-free interest rate

    0.58     0.83

Credit spread

    19.8     20.9

Remaining expected lives of underlying securities (years)

    4.8       5.0  
Series D1 warrants using binomial option pricing
                 
    September 30,
2012
    December 31,
2011
 

Closing price per share of common stock

  $ 0.044     $ 0.27  

Conversion price per share

  $ 0.005     $ 0.60  

Volatility

    74.8     67.5

Risk-free interest rate

    0.23     0.28

Remaining expected lives of underlying securities (years)

    2.5       2.2  

Probability of Strategic Transaction

    41     70
Series C2 warrants using binomial option pricing
                 
    September 30,
2012
    December 31,
2011
 

Closing price per share of common stock

  $ 0.044     $ 0.27  

Conversion price per share

  $ 0.005     $ 0.60  

Volatility

    98.2     88.0

Risk-free interest rate

    0.58     0.83

Credit spread

    19.8     20.9

Remaining expected lives of underlying securities (years)

    4.8       5.0  

Time to exercise (months)

    21       24