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

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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- Definition

Weighted average expected volatility of stock price.

+ References

+ Details

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Derivative Financial Instruments - Significant Assumptions Utilized in Valuation Technique (Detail) (USD $)	0 Months Ended	3 Months Ended	0 Months Ended
	Aug. 14, 2014	Mar. 31, 2015	Oct. 01, 2014	Dec. 01, 2014
Derivative [Line Items]
Quoted market price/ underlying price on valuation date		$ 2.50omex_FairValueAssumptionsQuotedPrice
Market volatility:
Contractual interest rate		8.00%
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 4 months 17 days
Implied expected term to maturity	1 year 10 months 6 days	1 year 3 months 7 days
Market volatility:
Range of equivalent volatilities	51.20%	91.53%
Range of equivalent market risk adjusted interest rates	9.50%	10.00%
Range of equivalent credit risk adjusted yields	4.15%	4.81%
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 6 months 4 days	2 years
Implied expected term to maturity		1 year 4 months 17 days	1 year 9 months 15 days
Market volatility:
Range of equivalent volatilities		89.70%	68.00%
Range of equivalent market risk adjusted interest rates		9.75%	9.25%
Range of equivalent credit risk adjusted yields		4.85%	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 8 months 1 day		2 years
Implied expected term to maturity		1 year 6 months 11 days		1 year 9 months 4 days
Market volatility:
Range of equivalent volatilities		89.30%		72.20%
Range of equivalent market risk adjusted interest rates		9.50%		9.25%
Range of equivalent credit risk adjusted yields		4.85%		4.52%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities	37.00%	75.40%
Contractual interest rate	8.00%	8.00%
Range of equivalent credit risk adjusted yields	3.94%	4.69%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities		75.20%	58.60%
Contractual interest rate		8.00%	8.00%
Range of equivalent credit risk adjusted yields		4.69%	3.97%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Market volatility:
Range of volatilities		74.40%		61.80%
Contractual interest rate		8.00%		8.00%
Range of equivalent credit risk adjusted yields		4.69%		4.29%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities	62.20%	115.90%
Contractual interest rate	11.00%	11.00%
Range of equivalent credit risk adjusted yields	4.45%	5.18%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities		114.10%	75.30%
Contractual interest rate		11.00%	11.00%
Range of equivalent credit risk adjusted yields		5.18%	4.61%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Market volatility:
Range of volatilities		115.10%		79.80%
Contractual interest rate		11.00%		11.00%
Range of equivalent credit risk adjusted yields		5.18%		4.84%