Assumptions used to value the options granted and warrants issued using the Black-Scholes option pricing model (Details) |
12 Months Ended |
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Dec. 31, 2015 | |
| Series E and G | |
| Stock price volatility | 111.60% |
| Risk-free rate of return | 4.26% |
| Annual dividend yield | 0.00% |
| Expected life (in years) | 0.5 |
| Series F and H | |
| Stock price volatility | 111.60% |
| Risk-free rate of return | 4.26% |
| Annual dividend yield | 0.00% |
| Expected life (in years) | 0.3 |
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- Definition Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price). No definition available.
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- Definition Annual dividend yield No definition available.
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- Definition Expected life (in years) No definition available.
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- Definition Expected life (in years) No definition available.
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- Definition Risk-free interest rate assumption used in valuing an instrument. No definition available.
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- References No definition available.
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- References No definition available.
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- Definition Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price. No definition available.
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- Definition Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Weighted average expected volatility of stock price. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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