XML 36 R25.htm IDEA: XBRL DOCUMENT v3.5.0.2
Stockholders' Equity (Tables)
6 Months Ended
Jun. 30, 2016
Class of Stock [Line Items]  
Schedule of Share-based Payment Award, Stock Options, Valuation Assumptions [Table Text Block]
The weighted average estimated values of employee stock option grants, as well as the weighted average assumptions that were used in calculating such values during the three and six months ended June 30, 2016, were based on estimates at the date of grant as follows:
 
 
 
January 1,
2016 Grant
 
February 10,
2016 Grant
 
Risk-free interest rate
 
 
1.76
%
 
1.15
%
Weighted average expected term
 
 
5 years
 
 
5 years
 
Expected volatility
 
 
134.18
%
 
132.97
%
Expected dividend yield
 
 
0.00
%
 
0.00
 
Warrant [Member]  
Class of Stock [Line Items]  
Schedule of Share-based Payment Award, Stock Options, Valuation Assumptions [Table Text Block]
The estimated values of warrants, as well as the assumptions that were used in calculating such values were based on estimates at the issuance date as follows:
 
 
 
Noteholders
 
Placement
Agent
 
Risk-free interest rate
 
 
1.76
%
 
1.54
%
Weighted average expected term
 
 
5 years
 
 
5 years
 
Expected volatility
 
 
134.18
%
 
134.18
%
Expected dividend yield
 
 
0.00
%
 
0.00
%