Fair Value Measurements (Details 2) |
3 Months Ended | |||
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Mar. 31, 2016
$ / shares
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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% | |||
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- References No definition available.
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- Definition Agreed upon price for the exchange of the underlying asset. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price). Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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