XML 31 R43.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Financial Instruments (Details) (USD $)
0 Months Ended 12 Months Ended
Nov. 30, 2011
Dec. 31, 2012
Dec. 31, 2011
Range of assumptions used to determine the fair value of the warrants      
Reverse stock split ratio 0.5    
Derivative instrument liability | Warrants | Black-Scholes option pricing model
     
Range of assumptions used to determine the fair value of the warrants      
Expected volatility (as a percent)   60.00%  
Dividend yield (as a percent)   0.00% 0.00%
Derivative instrument liability | Warrants | Black-Scholes option pricing model | Minimum
     
Range of assumptions used to determine the fair value of the warrants      
Fair value of Synergy common stock (in dollars per share)   4.05 3.50
Expected warrant term   5 years 4 years
Risk-free interest rate (as a percent)   0.23% 0.36%
Expected volatility (as a percent)     70.00%
Derivative instrument liability | Warrants | Black-Scholes option pricing model | Maximum
     
Range of assumptions used to determine the fair value of the warrants      
Fair value of Synergy common stock (in dollars per share)   5.26 9.04
Expected warrant term   7 years 7 years
Risk-free interest rate (as a percent)   1.33% 2.22%
Expected volatility (as a percent)     90.00%
Derivative instrument liability | Warrants | Binomial model
     
Range of assumptions used to determine the fair value of the warrants      
Expected volatility (as a percent)   60.00%  
Dividend yield (as a percent)   0.00% 0.00%
Reverse stock split ratio 0.5    
Derivative instrument liability | Warrants | Binomial model | Minimum
     
Range of assumptions used to determine the fair value of the warrants      
Fair value of Synergy common stock (in dollars per share)   3.28 2.71
Expected warrant term   4 years 1 month 17 days 5 years
Risk-free interest rate (as a percent)   0.62% 0.90%
Expected volatility (as a percent)     70.00%
Derivative instrument liability | Warrants | Binomial model | Maximum
     
Range of assumptions used to determine the fair value of the warrants      
Fair value of Synergy common stock (in dollars per share)   4.53 5.02
Expected warrant term   4 years 7 months 17 days 7 years
Risk-free interest rate (as a percent)   1.04% 2.64%
Expected volatility (as a percent)     90.00%