XML 43 R29.htm IDEA: XBRL DOCUMENT v3.7.0.1
Convertible Notes - Estimated Fair Values (Details) - Compounded Bifurcated Derivatives - Binomial Lattice Model - USD ($)
$ / shares in Units, $ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Debt Instrument [Line Items]    
Calculated aggregate value $ 2,047 $ 1,735
Closing price per share of common stock (usd per share) $ 2.00 $ 1.89
Contractual remaining term 9 years 5 months 9 years 8 months
Contractual interest rate 4.00% 4.00%
Volume-weighted average conversion rate (usd per share) $ 3.40985 $ 3.40985
Dividend yield 0.00% 0.00%
Credit Spread 35.56% 33.27%
Volatility 99.30% 99.90%
Minimum    
Debt Instrument [Line Items]    
Risk-free interest rate (term structure) 0.74% 0.44%
Maximum    
Debt Instrument [Line Items]    
Risk-free interest rate (term structure) 2.39% 2.45%