Annual report pursuant to Section 13 and 15(d)

Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail)

v3.2.0.727
Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail) - $ / shares
 1 Months Ended 12 Months Ended
Apr. 30, 2015
Feb. 06, 2015
Sep. 26, 2014
May. 31, 2015
May. 31, 2015
May. 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]            
Contractual conversion rate       $ 0.15 $ 0.15  
Adjusted conversion price $ 0.675          
Contractual term to maturity (years)         6 months  
Expected volatility         80.68%  
Risk-free rate         0.12%  
Minimum            
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]            
Contractual conversion rate           $ 0.66
Contractual term to maturity (years)           3 years
Expected volatility           78.00%
Risk-free rate           0.64%
Maximum            
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]            
Contractual conversion rate           $ 0.72
Contractual term to maturity (years)           5 years
Expected volatility           93.00%
Risk-free rate           1.42%
Derivative Liability            
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]            
Quoted market price on valuation date   $ 0.96 $ 0.79 0.99    
Contractual conversion rate   1.00 1.00 1.00 $ 1.00  
Adjusted conversion price [1]   $ 1.0000 $ 0.9759 $ 0.6750    
Contractual term to maturity (years)   5 months 27 days 2 years      
Expected volatility   124.00% 123.00%      
Contractual interest rate   2.00% 5.00%      
Risk-free rate   0.045% 0.59%      
Risk-adjusted rate   2.78% 2.69% 2.80%    
Probability of event of default   5.00% 5.00% 5.00%    
Derivative Liability | Minimum            
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]            
Contractual term to maturity (years)       2 months 5 days    
Expected volatility       73.00%    
Contractual interest rate       1.20%    
Risk-free rate       0.01%    
Derivative Liability | Maximum            
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]            
Contractual term to maturity (years)       1 year 3 months 29 days    
Expected volatility       105.00%    
Contractual interest rate       5.00%    
Risk-free rate       0.35%    
[1] The adjusted conversion price input used in the Binomial Lattice Model considers both i) the reduction of the conversion price to $0.675 on April 30, 2015, as result of the short-term convertible notes offering in which Common Stock was sold for a weighted average price of $0.75 and ii) potential adjustment to the stated conversion price due to a future dilutive issuance. This input was calculated using a probability-weighted approach which considered the likelihood of various scenarios occurring including (i) potential success or failure of various phases for PRO 140, (ii) the probability the Company will enter into a future financing and (iii) and the potential price of a future financing.