Derivative Liability (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Estimated Fair Value of Warrants Assumptions Used for the Black-Scholes Option-pricing Model

Key assumptions used to apply this model were as follows:

	May 3, 2016			December 31, 2016			December 31, 2017
Dividend yield	—			—
Expected volatility	80.0		%	67.0		%	69.0		%
Risk-free rate of return	1.22		%	1.93		%	2.20		%
Expected term (years)	5.0			4.3			3.3
Fair Value per share	$	25.60		$	21.36		$	0.09

Activities of the Common Stock Warrants

The activities of the common stock warrants are as follows:

	Number of shares	Weighted average exercise price		Weighted average remaining life
Outstanding and exercisable—December 31, 2016	10,390	$	40.00	4.3 years
Warrants exercised	—	—
Outstanding and exercisable—December 31, 2017	10,390	$	16.22	3.3 years