Quarterly report pursuant to Section 13 or 15(d)

Debt Agreements (Tables)

v3.10.0.1
Debt Agreements (Tables)
 6 Months Ended
Jun. 30, 2018
Horizon Warrants [Member]  
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]
The key assumptions used to value the Horizon Warrants were as follows:
 
Assumption
Date of issuance
 
 
July 27, 2017
 
Expected price volatility
 
 
47
%
Expected term (in years)
 
 
7.00
 
Risk-free interest rate
 
 
2.12
%
Dividend yield
 
 
0.00
%
Weighted-average fair value of warrants
 
$
1.02
 
New Horizon Warrants [Member]  
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]
The key assumptions used to value the new Horizon warrants were as follows:
 
Assumption
Date of issuance
 
 
March 21, 2018
 
Expected price volatility
 
 
86
%
Expected term (in years)
 
 
7.00
 
Risk-free interest rate
 
 
2.82
%
Dividend yield
 
 
0.00
%
Weighted-average fair value of warrants
 
$
0.81