Derivative financial instruments fair value assumptions contractual conversion rate.

No definition available.

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- Definition

Derivative financial instruments fair value assumptions contractual interest rate.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value assumptions credit risk adjusted yield rate range of rates.

+ References

No definition available.

+ Details

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- Definition

Range of effective contractual conversion rates.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value assumptions market risk adjusted rate range of rates.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value contractual term to maturity.

+ References

No definition available.

+ Details

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- Definition

Fair value assumptions quoted price.

+ References

No definition available.

+ Details

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- Details

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- Definition

Contractual interest rate for funds borrowed, under the debt agreement.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 22

-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.22(a)(1))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

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- Details

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ 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 (e)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

+ Details

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Period Type:	duration

- Definition

Risk-free interest rate assumption used in valuing an instrument.

+ References

+ Details

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- Definition

Weighted average expected volatility of stock price.

+ References

+ Details

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- Details

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Derivative Financial Instruments - Significant Assumptions Utilized in Valuation Technique (Detail) (USD $)	12 Months Ended	0 Months Ended	12 Months Ended	0 Months Ended
	Dec. 31, 2013	Aug. 14, 2014	Dec. 31, 2014	Oct. 01, 2014	Dec. 01, 2014
Derivative [Line Items]
Quoted market price/ underlying price on valuation date			$ 2.50omex_FairValueAssumptionsQuotedPrice
Monte Carlo Simulations [Member] \| Senior Convertible Notes [Member]
Derivative [Line Items]
Quoted market price/ underlying price on valuation date	$ 2.02
Contractual conversion rate	$ 3.17
Range of effective contractual conversion rates	$ 0
Contractual term to maturity	3 months 29 days
Implied expected term to maturity	3 months 29 days
Market volatility:
Range of equivalent credit risk adjusted yields	0.67%
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Derivative [Line Items]
Quoted market price/ underlying price on valuation date		$ 2.50	$ 2.50
Contractual conversion rate		$ 3.15	$ 3.15
Contractual term to maturity		2 years	1 year 7 months 13 days
Implied expected term to maturity		1 year 10 months 6 days	1 year 6 months 4 days
Market volatility:
Range of equivalent volatilities		51.20%	69.70%
Range of equivalent market risk adjusted interest rates		9.50%	9.50%
Range of equivalent credit risk adjusted yields		4.15%	4.86%
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Derivative [Line Items]
Quoted market price/ underlying price on valuation date			$ 2.50	$ 2.50
Contractual conversion rate			$ 3.15	$ 3.15
Contractual term to maturity			1 year 9 months	2 years
Implied expected term to maturity			1 year 7 months 6 days	1 year 9 months 15 days
Market volatility:
Range of equivalent volatilities			70.40%	68.00%
Range of equivalent market risk adjusted interest rates			9.50%	9.25%
Range of equivalent credit risk adjusted yields			4.91%	4.24%
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche Member]
Derivative [Line Items]
Quoted market price/ underlying price on valuation date			$ 2.50		$ 2.50
Contractual conversion rate			$ 3.15		$ 3.15
Contractual term to maturity			1 year 11 months 1 day		2 years
Implied expected term to maturity			1 year 8 months 19 days		1 year 9 months 4 days
Market volatility:
Range of equivalent volatilities			69.50%		72.20%
Range of equivalent market risk adjusted interest rates			9.25%		9.25%
Range of equivalent credit risk adjusted yields			4.91%		4.52%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Senior Convertible Notes [Member]
Market volatility:
Range of volatilities	47.40%
Range of equivalent volatilities	59.90%
Contractual interest rate	8.00%
Range of equivalent market risk adjusted interest rates	8.08%
Risk-free rates	0.01%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities		37.00%	58.50%
Contractual interest rate		8.00%	8.00%
Range of equivalent credit risk adjusted yields		3.94%	4.66%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities			60.10%	58.60%
Contractual interest rate			8.00%	8.00%
Range of equivalent credit risk adjusted yields			4.66%	3.97%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche Member]
Market volatility:
Range of volatilities			59.80%		61.80%
Contractual interest rate			8.00%		8.00%
Range of equivalent credit risk adjusted yields			4.66%		4.29%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Senior Convertible Notes [Member]
Market volatility:
Range of volatilities	91.20%
Range of equivalent volatilities	69.90%
Contractual interest rate	9.00%
Range of equivalent market risk adjusted interest rates	9.08%
Risk-free rates	0.07%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities		62.20%	78.10%
Contractual interest rate		11.00%	11.00%
Range of equivalent credit risk adjusted yields		4.45%	5.27%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities			80.50%	75.30%
Contractual interest rate			11.00%	11.00%
Range of equivalent credit risk adjusted yields			5.27%	4.61%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche Member]
Market volatility:
Range of volatilities			78.10%		79.80%
Contractual interest rate			11.00%		11.00%
Range of equivalent credit risk adjusted yields			5.27%		4.84%