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Warrants And Other Derivatives (Tables)
3 Months Ended
Jun. 30, 2012
Schedule Of Fair Value Assumptions Used To Calculate The Value Of The Convertible Note Derivative Feature
  April 4,   June 30,  
  2012   2012  
 
Expected Volatility 75.0 % 71.0 %
Risk Free Rate 0.44 % 0.33 %
Bond Yield 15.0 % 16.0 %
Recovery Rate 30.0 % 30.0 %
Redeemable yes   yes  
Total Time (years) 2.5   2.28  
Dilution Effect yes   yes  
Indicated Percent of Par 117.0 % 121.0 %
Fair Value $3.7 million   $4.5 million  
Securities Purchase Agreement [Member]
 
Schedule Of The Fair Value Of The Warrants Using The Black-Scholes Option Pricing Model
  April 4,   June 30,  
  2012   2012  
Risk-free interest rate 1.19 % 0.77 %
Expected annual dividend yield 0.0 % 0.0 %
Expected volatility 80.0 % 80.84 %
Term 5.5 years   5.28 years  
Fair Value $7.0 million   $8.5 million  
Loan And Security Agreement [Member]
 
Schedule Of Fair Value Assumptions Used To Calculate The Value Of The Convertible Note Derivative Feature