Warrant Liability (Details) - 6 months ended Jun. 30, 2015 - $ / shares |
Total |
---|---|
Series A Warrants [Member] | |
Assumption | |
Expected price volatility | 90.00% |
Expected term (in years) | 2 years 9 months 18 days |
Risk-free interest rate | 0.93% |
Dividend yield | 0.00% |
Weighted-average fair value of warrants (in dollars per share) | $ 0.31 |
Class A Warrants [Member] | |
Assumption | |
Expected price volatility | 90.00% |
Expected term (in years) | 5 years 3 months 18 days |
Risk-free interest rate | 1.67% |
Dividend yield | 0.00% |
Weighted-average fair value of warrants (in dollars per share) | $ 0.51 |
Underwriter Warrants [Member] | |
Assumption | |
Expected price volatility | 90.00% |
Expected term (in years) | 4 years 3 months 18 days |
Risk-free interest rate | 1.40% |
Dividend yield | 0.00% |
Weighted-average fair value of warrants (in dollars per share) | $ 0.45 |