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Fair Value Measurement (Tables) | 9 Months Ended
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Sep. 30, 2015
Fair Value Disclosures [Abstract] |
Schedule of Conclusion Reached | The following table summarizes the conclusions reached:
|  | Quoted Prices in Active Markets for Identical Assets (Level 1) |  |  | Significant Other Observable Inputs (Level 2) |  |  | Significant Unobservable Inputs (Level 3) |
Warrant derivative liability at December 31, 2014 |  | $ | — |  |  | $ | — |  |  | $ | 177 |
Warrant derivative liability at September 30, 2015 |  | $ | — |  |  | $ | — |  |  | $ | — |
Schedule of Assumptions Used For Valuing The Warrants | The assumptions used in valuing these warrants are presented in the table below.
|  | April 30, 2015 (settlement date) |  |  | December 31, 2014 |
Expected dividend yield |  |  | 0% |  |  |  | 0% |
Expected volatility |  |  | 80.0% |  |  |  | 79.5% |
Risk-free interest rate |  | 1.43% |  |  | 1.67% |
Marketability discount |  |  | 10.0% |  |  |  | 10.0% |
Schedule of Warrant Liability Measured At Fair Value Using Significant Unobservable Input (Level 3) | Activity for the warrant derivative liability measured at fair value using significant unobservable inputs (Level 3) is presented in the table below:
|  | Warrant Derivative Liability |
Balance January 1, 2015 |  | $ | 177 |
Adjustment to estimated fair value |  |  | 1,366 |
Warrant exercised |  |  | (1,543 | )
Balance at September 30, 2015 |  | $ | — |

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- Definition Tabular disclosure of the inputs and valuation techniques used to measure fair value, and a discussion of changes in valuation techniques and related inputs, if any, applied during the period to each separate class of assets, liabilities, and financial instruments classified in shareholders' equity that are measured on a recurring and/or nonrecurring basis. + 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=36462937&loc=d3e19207-110258 + Details
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- Definition Tabular disclosure of financial instrument classified as a derivative asset (liability) after deduction of derivative liability (asset) using recurring 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=36462937&loc=d3e19207-110258 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 3 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19279-110258 + Details
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- Definition Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19190-110258 + Details
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