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Warrants (Tables)
 12 Months Ended
Dec. 31, 2015
Warrants.  
Roll-forward of the fair value of warrants determined by Level 3 inputs

        The following table provides a roll-forward of the fair value of the 2014 Warrants and 2015 Warrants determined by Level 3 inputs (in thousands):

                                                                                                                                                                                    

 

 

Fair Value

 

Balance at December 31, 2014

 

$
108

 

Issuance of warrants at fair value

 

 
107

 

Change in fair value, recorded as a component of the other (expense) income, net

 

 
(9

)

Reclassification to additional paid-in capital

 

 
(206

)

​

​

​  

​  

​

Balance at December 31, 2015

 

$

—

 

​

​

​  

​  

​

​

​

​  

​  

​

 

Schedule of weighted-average assumptions

                                                                                                                                                              

 

 

June 30,
2015(1)

 

December 31,
2014

 

Risk-free interest rate

 

 
1.97 

%

 
1.95 

%

Expected dividend yield

 

 
0.00 

%

 
0.00 

%

Expected term (in years)

 

 
6.5 

 

 
6.7 

 

Expected volatility

 

 
75.79 

%

 
78.16 

%

 

 

(1)          

Represents the date the warrants for series B convertible preferred stock converted to warrants for common stock