Convertible Preferred Stock Warrant (Tables)

6 Months Ended

12 Months Ended

Jun. 30, 2015

Dec. 31, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Key Terms of Outstanding Convertible Preferres Stock Warrant

The key terms of the outstanding convertible preferred stock warrant and the convertible preferred stock warrant liability at June 30, 2015 and December 31, 2014 were as follows (in thousands):

	Issuance Date		Expiration Date	Exercise Price Per Share		Shares		Fair Value of Warrant
								June 30, 2015		December 31, 2014
								(Unaudited)
Series C Warrant		December 2013	The later of December 2023 or five years after an IPO	$	5.84		128,231	$	87	$	138

The key terms of the outstanding convertible preferred stock warrant and the convertible preferred stock warrant liability at December 31, 2013 and 2014 were as follows (in thousands):

	Issuance Date	Expiration Date	Exercise Price per Share		Shares		Fair Value of Warrant
							December 31, 2013		December 31, 2014
Series C Warrant	December 2013	The later of December 2023 or five years after an IPO	$	5.84		128,231	$	158	$	138

Summary of Assumptions to Use Option Pricing Model

The Company used the Black-Scholes option-pricing model to estimate the fair value of the convertible preferred stock warrant with the following assumptions:

	June 30, 2015			December 31, 2014
	(Unaudited)
Series C Warrant:
Expected term (in years)		5.04			5.3
Expected volatility		30.0	%		30.0	%
Risk-free interest rate		1.6	%		1.7	%
Expected dividend yield		0	%		0	%

The Company used the Black-Scholes option-pricing model to estimate the fair value of the convertible preferred stock warrant with the following assumptions:

	December 31,
	2013			2014
Series C Warrant:
Expected term (in years)		2.0			5.3
Expected volatility		30.0	%		30.0	%
Risk-free interest rate		0.4	%		1.7	%
Expected dividend yield		0	%		0	%