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Notes Payable - Warrants Calculated Using the Black Scholes Merton Pricing Model (Detail) - $ / shares |  | 12 Months Ended
--- | --- | ---
Mar. 23, 2017 | Dec. 31, 2017
Warrants calculated using the Black Scholes Merton pricing model |  |
Number of warrants | 500,000 |
Expiration date | Nov. 13, 2022 | May 02, 2020
Warrant |  |
Warrants calculated using the Black Scholes Merton pricing model |  |
Exercise price | $ 2.26 | $ 6.62
Expected volatility of underlying stock | 72.00% | 74.00%
Risk-free interest rate | 2.08% | 1.62%
Dividend yield | 0.00% | 0.00%
Expected life of warrants | 5 years | 8 years
Weighted-average fair value of warrants | $ 0.73 | $ 3.11

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