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Transactions with Olympus Corporation (Tables)
9 Months Ended
Sep. 30, 2012
Transactions with Olympus Corporation [Abstract]  
Fair Value Assumptions
The following assumptions were employed in estimating the value of the Put:

 
 
September 30,
2012
 
 
December 31,
2011
 
 
 
 
 
 
 
 
Expected volatility of Cytori
 
 
78.50
%
 
 
76.07
%
Expected volatility of the Joint Venture
 
 
78.50
%
 
 
76.07
%
Bankruptcy recovery rate for Cytori
 
 
28.00
%
 
 
28.00
%
Bankruptcy threshold for Cytori
 
$
21,894,000
 
 
$
8,594,000
 
Probability of a change of control event for Cytori
 
 
1.44
%
 
 
3.33
%
Expected correlation between fair values of Cytori and the Joint Venture in the future
 
 
99.00
%
 
 
99.00
%
Risk free interest rate
 
 
1.65
%
 
 
1.89
%