Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements (Details 2)

v3.4.0.3
Fair Value Measurements (Details 2)
3 Months Ended
Mar. 31, 2016
$ / shares
Summary of fair value of the warrants  
Annualized volatility 72.00%
Share-settled Debt [Member]  
Summary of fair value of the warrants  
Contractual life (years) 1 month 6 days
Annualized volatility 72.00% [1]
Conversion price $ 0.30
Expected dividends 0.00%
Risk-free investment rate 0.40%
Warrant Liability [Member]  
Summary of fair value of the warrants  
Contractual life (years) 4 years 7 months 17 days
Annualized volatility 72.00% [1]
Conversion price $ 0.29
Expected dividends 0.00%
Risk-free investment rate 1.10%
Embedded Conversion Feature [Member]  
Summary of fair value of the warrants  
Contractual life (years) 6 months
Annualized volatility 72.00% [1]
Conversion price $ 0.06
Expected dividends 0.00%
Risk-free investment rate 0.40%
[1] The Company uses comparable companies within the same industry to derive at the 72% annualized volatility.