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Estimated Fair Value of Options and Warrants Determined Using Black-Scholes Option Valuation Model with Weighted-Average Assumptions (Detail) (USD $)
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12 Months Ended | |
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May 31, 2013
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May 31, 2012
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| Share Based Compensation Arrangements By Share Based Payment Award Options [Line Items] | ||
| Risk free rate, minimum | 0.12% | 0.12% |
| Risk free rate, maximum | 0.70% | 0.87% |
| Dividend yield | ||
| Volatility, minimum | 87.00% | 93.00% |
| Volatility, maximum | 102.00% | 102.00% |
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Minimum
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| Share Based Compensation Arrangements By Share Based Payment Award Options [Line Items] | ||
| Expected term, maximum | 1 year | 1 year |
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Maximum
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| Share Based Compensation Arrangements By Share Based Payment Award Options [Line Items] | ||
| Expected term, maximum | 4 years | 4 years |
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- Details
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- Definition
Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition
The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition
The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition
The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition
Disclosure of the weighted average expected dividend for an entity using a valuation technique with different dividend rates during the contractual term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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