Quarterly report pursuant to Section 13 or 15(d)

Warrant Liability (Tables)

v3.5.0.2
Warrant Liability (Tables)
 6 Months Ended
Jun. 30, 2016
Series A Warrants [Member]  
Class of Warrant or Right [Line Items]  
Assumptions used to value the warrants [Table Text Block]
The key assumptions used to value the Series A Warrants were as follows:
 
Assumption
 
June 30,
2016
 
Expected price volatility
 
 
72
%
Expected term (in years)
 
 
1.78
 
Risk-free interest rate
 
 
0.55
%
Dividend yield
 
 
0.00
%
Weighted-average fair value of warrants
 
$
1.58