XML 55 R45.htm IDEA: XBRL DOCUMENT v3.7.0.1
Warrants - Fair Value of Warrant Liabilities (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Black Scholes    
Fair value assumptions and methodology for assets and liabilities    
Dividend yield   0.00%
Monte Carlo Simulation Model    
Fair value assumptions and methodology for assets and liabilities    
Dividend yield   0.00%
Minimum | Black Scholes    
Fair value assumptions and methodology for assets and liabilities    
Expected volatility 98.30%  
Risk-free interest rate 1.39%  
Expected life in years 2 years 6 months  
Minimum | Monte Carlo Simulation Model    
Fair value assumptions and methodology for assets and liabilities    
Expected volatility 97.40%  
Risk-free interest rate 1.09%  
Expected life in years 1 year 3 months 18 days  
Maximum | Black Scholes    
Fair value assumptions and methodology for assets and liabilities    
Expected volatility 106.00%  
Risk-free interest rate 1.87%  
Expected life in years 4 years 8 months 12 days  
Maximum | Monte Carlo Simulation Model    
Fair value assumptions and methodology for assets and liabilities    
Expected volatility 104.00%  
Risk-free interest rate 1.41%  
Expected life in years 2 years 7 months 6 days