Quarterly report pursuant to Section 13 or 15(d)

Warrant Liability (Details)

v3.3.0.814
Warrant Liability (Details)
9 Months Ended
Sep. 30, 2015
$ / shares
Series A Warrants [Member]  
Assumption  
Expected price volatility 90.00%
Expected term (in years) 2 years 6 months
Risk-free interest rate 0.78%
Dividend yield 0.00%
Weighted-average fair value of warrants (in dollars per share) $ 1.42
Class A Warrants [Member]  
Assumption  
Expected price volatility 90.00%
Expected term (in years) 5 years
Risk-free interest rate 1.37%
Dividend yield 0.00%
Weighted-average fair value of warrants (in dollars per share) $ 2.91
Underwriter Warrants [Member]  
Assumption  
Expected price volatility 90.00%
Expected term (in years) 4 years
Risk-free interest rate 1.15%
Dividend yield 0.00%
Weighted-average fair value of warrants (in dollars per share) $ 2.71