XML 31 R32.htm IDEA: XBRL DOCUMENT v2.4.0.6
Transactions with Olympus Corporation (Tables)
3 Months Ended
Mar. 31, 2013
Transactions with Olympus Corporation [Abstract]  
Fair Value Assumptions
The following assumptions were employed in estimating the value of the Put:

March 31,
2013
December 31, 2012
 
 
Expected volatility of Cytori
78.80
%
79.40
%
Expected volatility of the Joint Venture
78.80
%
79.40
%
Bankruptcy recovery rate for Cytori
28.00
%
28.00
%
Bankruptcy threshold for Cytori
$
15,995,000
$
12,622,000
Probability of a change of control event for Cytori
1.44
%
1.54
%
Expected correlation between fair values of Cytori and the Joint Venture in the future
46.00
%
46.00
%
Risk free interest rate
1.87
%
1.78
%