XML 46 R35.htm IDEA: XBRL DOCUMENT
v3.7.0.1

Fair value of financial instruments and marketable securities - Warrants and SARs (Details) - USD ($) $ / shares in Units, $ in Thousands | 3 Months Ended | 12 Months Ended
--- | --- | ---
Mar. 31, 2017 | Dec. 31, 2016
SARs |  |
Changes in the fair value of warrant liability and SARs liability |  |
December 31, 2016 | $ 865 |
Change in fair value | 464 |
Payments | (1,064) |
March 31, 2017 | $ 265 | $ 865
Minimum | SARs |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Volatility | 67.00% | 48.00%
Risk-free interest rate (as a percent) | 0.97% | 0.44%
Strike price (in dollars per share) | $ 6.76 | $ 6.76
Expected life | 9 months 4 days | 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 | 69.00% | 71.00%
Risk-free interest rate (as a percent) | 1.50% | 1.47%
Strike price (in dollars per share) | $ 30.86 | $ 30.86
Expected life | 2 years 9 months 4 days | 3 years
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) | $ 9.84 | $ 10.91
Warrants |  |
Changes in the fair value of warrant liability and SARs liability |  |
December 31, 2016 | $ 1 |
Change in fair value | 0 |
Payments | 0 |
March 31, 2017 | $ 1 | $ 1
Warrants | Minimum |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Volatility | 55.00% | 62.00%
Risk-free interest rate (as a percent) | 0.76% | 0.62%
Strike price (in dollars per share) | $ 128.00 | $ 128.00
Expected life | 2 months 16 days | 4 months 24 days
Warrants | Maximum |  |
Assumption used to estimate the fair value of warrant liability and SARs liability by utilizing the Black-Scholes option-pricing model |  |
Volatility | 69.00% | 67.00%
Risk-free interest rate (as a percent) | 1.39% | 1.34%
Strike price (in dollars per share) | $ 2,520.00 | $ 2,520.00
Expected life | 2 years 5 months 23 days | 2 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) | $ 9.84 | $ 10.91

X
- References No definition available. + Details
Name: | us-gaap_FairValueAssumptionsAndMethodologyForAssetsAndLiabilitiesAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- 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 (bbb) -URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssumptionsExercisePrice
Namespace Prefix: | us-gaap_
Data Type: | num:perShareItemType
Balance Type: | na
Period Type: | instant

X
- Definition Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + 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 (bbb) -URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssumptionsExpectedTerm
Namespace Prefix: | us-gaap_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

X
- Definition Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price. + 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 (bbb) -URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssumptionsExpectedVolatilityRate
Namespace Prefix: | us-gaap_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Risk-free interest rate assumption used in valuing an instrument. + 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 (bbb) -URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueAssumptionsRiskFreeInterestRate
Namespace Prefix: | us-gaap_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period. + References No definition available. + Details
Name: | us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Amount of gain (loss) recognized on the income statement for financial instrument classified as a liability measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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 (c)(1) -URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityGainLossIncludedInEarnings
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of purchases, (sales), issuances and (settlements) of financial instrument classified as a liability measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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 (c)(2) -URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchasesSalesIssuancesSettlements
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Fair value of financial instrument classified as a liability measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + 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 (c) -URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Price of a single share of a number of saleable stocks of a company. + References No definition available. + Details
Name: | us-gaap_SharePrice
Namespace Prefix: | us-gaap_
Data Type: | num:perShareItemType
Balance Type: | na
Period Type: | instant

X
- Details
Name: | us-gaap_AwardTypeAxis=us-gaap_StockAppreciationRightsSARSMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_RangeAxis=us-gaap_MinimumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_RangeAxis=us-gaap_MaximumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_StatementClassOfStockAxis=us-gaap_CommonStockMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByLiabilityClassAxis=us-gaap_WarrantMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |