Warrants - Schedule of Fair Value Assumptions Related to Warrants Outstanding (Details)
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12 Months Ended | |
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Dec. 31, 2014
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Dec. 31, 2013
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Dividend yield | 0.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedDividendRate | 0.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedDividendRate |
Minimum [Member] | ||
Risk-free rate |
0.12%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
0.92%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
Expected volatility |
112.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
116.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
Expected term | 1 year 1 month 6 days | 2 years 6 months |
Maximum [Member] | ||
Risk-free rate |
1.47%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
5.15%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
Expected volatility |
170.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
170.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
Expected term | 5 years 6 months | 7 years 6 months |
Warrant [Member] | ||
Dividend yield |
0.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedDividendRate / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
0.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedDividendRate / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
Warrant [Member] | Minimum [Member] | ||
Risk-free rate |
0.12%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
0.62%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
Expected volatility |
112.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
108.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MinimumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
Expected term | 1 year | 2 years 6 months |
Warrant [Member] | Maximum [Member] | ||
Risk-free rate |
0.66%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
4.59%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
Expected volatility |
159.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
167.00%us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MaximumMember / us-gaap_StatementEquityComponentsAxis = us-gaap_WarrantMember |
Expected term | 2 years 6 months | 10 years |
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- Definition
The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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