XML 47 R16.htm IDEA: XBRL DOCUMENT v2.4.0.8
Share-Based Compensation (Tables)
 6 Months Ended
Jun. 30, 2013
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]  
Schedule of Assumptions Used to Calculate the Black-Scholes Option Pricing Model for Stock Options Granted

The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the periods presented:

 

For the three months ended

    June 30,
2013		     June 30,
2012		  

Weighted-average risk-free interest rates:

      1.47 %      —     

Dividend yield:

      —          —     

Weighted-average expected life of the option:

      7 Years        —     

Weighted-average expected stock price volatility:

      95.16 %      —     

Weighted-average fair value of the options granted:

    $ 0.47        —     

 

For the six months ended

    June 30,
2013		     June 30,
2012		  

Weighted-average risk-free interest rates:

      1.34 %      —     

Dividend yield:

      —          —     

Weighted-average expected life of the option:

      7 Years        —     

Weighted-average expected stock price volatility:

      92.37 %      —     

Weighted-average fair value of the options granted:

    $ 0.33        —