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Fair value of financial instruments and marketable securities - Warrants and SARs (Details) - USD ($) $ / shares in Units, $ in Thousands | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2016 | Dec. 31, 2015
SARs |  |
Changes in the fair value of warrant liability and SARs liability |  |
December 31, 2015 | $ 0 |
Change in fair value | 838 |
September 30, 2016 | $ 838 | $ 0
Minimum | SARs |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Volatility (as a percent) | 69.00% |
Risk-free interest rate (as a percent) | 0.29% |
Strike price (in dollars per share) | $ 6.76 |
Expected life | 3 months 4 days |
Maximum | SARs |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Volatility (as a percent) | 75.00% |
Risk-free interest rate (as a percent) | 0.88% |
Strike price (in dollars per share) | $ 30.86 |
Expected life | 3 years 3 months 4 days |
Common stock | SARs |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Fair value of shares (in dollars per share) | $ 14.01 |
Warrants |  |
Changes in the fair value of warrant liability and SARs liability |  |
December 31, 2015 | $ 48 |
Change in fair value | (44) |
September 30, 2016 | $ 4 | $ 48
Warrants | Minimum |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Volatility (as a percent) | 68.00% | 62.00%
Risk-free interest rate (as a percent) | 0.52% | 0.86%
Strike price (in dollars per share) | $ 128.00 | $ 128.00
Expected life | 8 months 16 days | 1 year 6 months
Warrants | Maximum |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Volatility (as a percent) | 75.00% | 70.00%
Risk-free interest rate (as a percent) | 0.88% | 1.54%
Strike price (in dollars per share) | $ 2,520.00 | $ 2,520.00
Expected life | 2 years 11 months 23 days | 3 years 8 months 12 days
Warrants | Common stock |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Fair value of shares (in dollars per share) | $ 14.01 | $ 32.40

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- Definition Agreed upon price for the exchange of the underlying asset. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (e) -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258 + Details
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