Warrant Liabilities (Details 1) (USD $)
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9 Months Ended |
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Sep. 30, 2012
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Assumptions used to value the warrants | |
Expected price volatility | 75.00% |
Expected term (in years) | 4 years 5 months 16 days |
Risk-free interest rate | 0.54% |
Dividend yield | 0.00% |
Weighted-average fair value of warrants | $ 0.55 |
Series A Warrants [Member]
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Assumptions used to value the warrants | |
Expected price volatility | 75.00% |
Expected term (in years) | 5 years 6 months 11 days |
Risk-free interest rate | 0.73% |
Dividend yield | 0.00% |
Weighted-average fair value of warrants | $ 0.61 |
Series B Warrants [Member]
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Assumptions used to value the warrants | |
Expected price volatility | 75.00% |
Expected term (in years) | 7 days |
Risk-free interest rate | 0.06% |
Dividend yield | 0.00% |
Weighted-average fair value of warrants | $ 0.17 |