XML 40 R28.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Financial Instruments (Details) (Derivative instrument liability, Warrants, USD $)
6 Months Ended
Jun. 30, 2013
Jun. 30, 2012
Black-Scholes option pricing model
   
Range of assumptions used to determine the fair value of the warrants    
Fair value of Synergy common stock (in dollars per share) $ 4.32 $ 4.75
Expected volatility (as a percent) 60.00% 60.00%
Black-Scholes option pricing model | Minimum
   
Range of assumptions used to determine the fair value of the warrants    
Expected warrant term 5 years 5 years
Risk-free interest rate (as a percent) 0.36% 0.32%
Black-Scholes option pricing model | Maximum
   
Range of assumptions used to determine the fair value of the warrants    
Expected warrant term 7 years 7 years
Risk-free interest rate (as a percent) 1.41% 1.33%
Binomial model
   
Range of assumptions used to determine the fair value of the warrants    
Expected volatility (as a percent)   60.00%
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
Expected warrant term   4 years 4 months 24 days
Risk-free interest rate (as a percent)   0.72%
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)   $ 4.50
Expected warrant term   4 years 7 months 6 days
Risk-free interest rate (as a percent)   1.03%