XML 49 R33.htm IDEA: XBRL DOCUMENT v3.6.0.2
April 2013 Pillar Agreements (Tables)
12 Months Ended
Dec. 31, 2016
April 2013 Pillar Agreements  
Schedule of assumptions and other inputs used to compute fair value of agreement warrants

 

 

 

 

 

 

 

 

 

 

Pillar I Warrants

 

Additional Pillar Warrants

 

Common stock price

 

$

0.57

 

$

0.57

 

Warrant exercise price

 

$

0.61

 

$

0.79

 

Term of warrant (years)

 

 

5.0

 

 

1.1

 

Expected volatility

 

 

62

%

 

67

%

Average risk free interest rate

 

 

0.8

%

 

0.1

%

Expected dividend yield

 

 

 

 

 

Expected percentage of warrants to be exercised

 

 

100

%

 

100

%