Fair Value Measurements (Tables)

12 Months Ended

Dec. 31, 2018

Fair Value Measurements

Schedule of Black-Scholes option pricing model assumptions

The Company estimated the fair value of the non-tradable warrant liability at December 31, 2018 using the Black-Scholes option pricing model with the following weighted-average assumptions:

Risk-free interest rate	2.46	%
Expected volatility	82.18	%
Expected term	2.53	years
Expected dividend yield	0	%

Schedule of financial assets and liabilities measured at fair value on a recurring basis

	Fair Value Measurement as of:
	December 31, 2018								December 31, 2017
	Level 1		Level 2		Level 3		Balance		Level 1		Level 2		Level 3		Balance
Tradable warrants liability	$	176,000	$	—	$	—	$	176,000	$	1,755,000	$	—	$	—	$	1,755,000
Non-tradable warrants liability		—		—		—		—		—		—		18,000		18,000
Total	$	176,000	$	—	$	—	$	176,000	$	1,755,000	$	—	$	18,000	$	1,773,000

Schedule of reconciliation of liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3)

	Warrant Liability
Balance at December 31, 2016	$	3,401,000
Reclassification of tradable warrants to Level 1		(4,857,000)
Change in fair value upon re-measurement		1,474,000
Balance at December 31, 2017		18,000
Change in fair value upon re-measurement		(18,000)
Balance at December 31, 2018	$	—