Weighted Average Assumptions to Value Investor Warrants (Detail) (USD $)
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0 Months Ended | 12 Months Ended | 9 Months Ended | ||
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Feb. 06, 2015
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Sep. 26, 2014
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May 31, 2014
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May 31, 2013
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Feb. 28, 2015
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Debt Instrument [Line Items] | |||||
Expected dividend yield | 0.00%us-gaap_FairValueAssumptionsExpectedDividendRate | 0.00%us-gaap_FairValueAssumptionsExpectedDividendRate | |||
Stock price volatility | 124.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate | 123.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate | |||
Expected term | 5 months 27 days | 2 years | 2 years | ||
Risk-free interest rate | 0.045%us-gaap_FairValueAssumptionsRiskFreeInterestRate | 0.59%us-gaap_FairValueAssumptionsRiskFreeInterestRate | 0.28%us-gaap_FairValueAssumptionsRiskFreeInterestRate | ||
Grant-date fair value | $ 1.00us-gaap_FairValueAssumptionsExercisePrice | $ 1.00us-gaap_FairValueAssumptionsExercisePrice | $ 1.00us-gaap_FairValueAssumptionsExercisePrice | ||
Minimum | |||||
Debt Instrument [Line Items] | |||||
Stock price volatility |
78.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
70.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
90.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
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Expected term | 3 years | 5 months 5 days | |||
Risk-free interest rate |
0.64%us-gaap_FairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
0.041%us-gaap_FairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MinimumMember |
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Grant-date fair value |
0.66us-gaap_FairValueAssumptionsExercisePrice / us-gaap_RangeAxis = us-gaap_MinimumMember |
0.11us-gaap_FairValueAssumptionsExercisePrice / us-gaap_RangeAxis = us-gaap_MinimumMember |
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Maximum | |||||
Debt Instrument [Line Items] | |||||
Stock price volatility |
93.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
94.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
114.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
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Expected term | 5 years | 1 year 6 months 29 days | |||
Risk-free interest rate |
1.42%us-gaap_FairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
0.48%us-gaap_FairValueAssumptionsRiskFreeInterestRate / us-gaap_RangeAxis = us-gaap_MaximumMember |
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Grant-date fair value |
0.72us-gaap_FairValueAssumptionsExercisePrice / us-gaap_RangeAxis = us-gaap_MaximumMember |
1.10us-gaap_FairValueAssumptionsExercisePrice / us-gaap_RangeAxis = us-gaap_MaximumMember |
X | ||||||||||
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X | ||||||||||
- Definition
Agreed upon price for the exchange of the underlying asset. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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X | ||||||||||
- Definition
Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price). Reference 1: http://www.xbrl.org/2003/role/presentationRef
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X | ||||||||||
- Definition
Period the instrument, asset or liability is expected to be outstanding, 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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X | ||||||||||
- Definition
Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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X | ||||||||||
- Definition
Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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X | ||||||||||
- Details
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X | ||||||||||
- Details
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