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Warrant Liability (Tables) | 3 Months Ended
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Mar. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items] |
Assumptions used for simulation model | The assumptions used for the Monte Carlo simulation model to value the Series A Warrants at March 31, 2013 are as follows:
Risk-free interest rate per year |  |  | 0.5 | %
Expected volatility per year |  |  | 81.6 | %
Expected dividend yield |  |  | 0 | %
Expected life in years |  |  | 3.7 |
Summary of changes in fair value of warrant liability | The following table is a summary of the changes in fair value of warrant liability for the Series A Warrants for the three-month period ended March 31, 2013:
|  | Series A |
|  | Number of Warrants |  |  | Fair value $ |
Balance at December 31, 2012 |  |  | 8,501,429 |  |  | $ | 9,157,397 |
Less exercised |  |  | (334,534 | ) |  |  | (418,841 | )
Changes in fair value |  |  | — |  |  |  | 213,503 |
Balance at March 31, 2013 |  |  | 8,166,895 |  |  | $ | 8,952,059 |
Summary of outstanding warrants and fair value of warrant liability | The following table is a summary of our outstanding warrants and fair value of our warrant liability as of March 31, 2013:
Warrants |  | Number Outstanding |  |  | Exercise Price ($) per share |  |  | Fair value |
Warrants issued in 2008 |  |  | 1,034,483 |  |  |  | 23.00 |  |  | $ | 14,752 |
Warrants issued in 2009 |  |  | 400,000 |  |  |  | 15.00 |  |  |  | 68,320 |
Series A Warrants |  |  | 8,166,895 |  |  |  | 1.40 |  |  |  | 8,952,059 |
Total |  |  | 9,601,378 |  |  |  |  |  |  | $ | 9,035,131 |
Warrant agreement 2008 [Member] |
Share-based Compensation Arrangement by Share-based Payment Award [Line Items] |
Assumptions used for Black-Scholes option pricing model | The assumptions used for the Black-Scholes option pricing model are as follows:
|  | To Calculate Fair Value of Warrant Liability at |
|  | March 31, 2013 |  |  | December 31, 2012 |
Expected life (years) |  |  | 1.1 |  |  |  | 1.4 |
Risk-free interest rate |  |  | 0.2 | % |  |  | 0.2 | %
Expected volatility |  |  | 100.1 | % |  |  | 108.2 | %
Expected dividend yield |  |  | 0 | % |  |  | 0 | %
|  | At March 31, 2013 |  |  | At December 31, 2012 |  |  | Change in Fair Value of Warrant Liability |
Fair value of liability for warrants issued in 2008 |  | $ | 14,752 |  |  | $ | 44,628 |  |  | $ | (29,876 | )
Warrant agreement 2009 [Member] |
Share-based Compensation Arrangement by Share-based Payment Award [Line Items] |
Assumptions used for Black-Scholes option pricing model | The assumptions used for the Black-Scholes option pricing model are as follows:
|  | To Calculate Fair Value of Warrant Liability at |
|  | March 31, 2013 |  |  | December 31, 2012 |
Expected life (years) |  |  | 2.1 |  |  |  | 2.3 |
Risk-free interest rate |  |  | 0.3 | % |  |  | 0.3 | %
Expected volatility |  |  | 98.6 | % |  |  | 94.5 | %
Expected dividend yield |  |  | 0 | % |  |  | 0 | %
|  | At March 31, 2013 |  |  | At December 31, 2012 |  |  | Change in Fair Value of Warrant Liability |
Fair value of liability for warrants issued in 2009 |  | $ | 68,320 |  |  | $ | 63,340 |  |  | $ | 4,980 |

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