Derivative Financial Instruments - Range of Assumptions (Details) - Derivative instrument liability - Warrants - $ / shares		6 Months Ended
Nov. 13, 2017	Jun. 30, 2018	Jun. 30, 2017
Black Scholes Option Pricing Model or Monte Carlo Simulation
Range of assumptions used to determine the fair value of the warrants
Fair value of Synergy common stock (in dollars per share)	$ 2.44
Expected warrant term	2 years
Risk-free interest rate	1.62%
Expected volatility	66.00%
Dividend yield	0.00%
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)		$ 1.74	$ 4.45
Expected warrant term		1 year 4 months 24 days	8 months 12 days
Risk-free interest rate		2.40%	1.14%
Expected volatility		65.00%	50.00%
Dividend yield		0.00%	0.00%

Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price).

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (bbb)
-URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258

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Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

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Risk-free interest rate assumption used in valuing an instrument.

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Price of a single share of a number of saleable stocks of a company.

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