Derivative Liability - Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail) - $ / shares |
1 Months Ended | ||||||
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Jun. 24, 2015 |
Apr. 30, 2015 |
Feb. 06, 2015 |
Sep. 26, 2014 |
May. 31, 2015 |
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Fair Value Inputs, Liabilities, Quantitative Information [Line Items] | |||||||
Adjusted conversion price | $ 0.675 | ||||||
Derivative Liability | |||||||
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] | |||||||
Quoted market price on valuation date | $ 0.90 | $ 0.96 | $ 0.79 | $ 0.99 | |||
Contractual conversion rate | 1.00 | 1.00 | 1.00 | 1.00 | |||
Adjusted conversion price | [1] | $ 0.6750 | $ 1.0000 | $ 0.9759 | $ 0.6750 | ||
Contractual term to maturity (years) | 1 month 13 days | 5 months 27 days | 2 years | ||||
Expected volatility | 48.00% | 124.00% | 123.00% | ||||
Contractual interest rate | 1.20% | 2.00% | 5.00% | ||||
Risk-free rate | 0.001% | 0.045% | 0.59% | ||||
Risk-adjusted rate | 2.80% | 2.78% | 2.69% | 2.80% | |||
Probability of event of default | 5.00% | 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 | 90.00% | ||||||
Contractual interest rate | 1.50% | ||||||
Risk-free rate | 0.041% | ||||||
Derivative Liability | Minimum | Previously Reported | |||||||
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] | |||||||
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 | 114.00% | ||||||
Contractual interest rate | 5.00% | ||||||
Risk-free rate | 0.48% | ||||||
Derivative Liability | Maximum | Previously Reported | |||||||
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] | |||||||
Expected volatility | 105.00% | ||||||
Contractual interest rate | 5.00% | ||||||
Risk-free rate | 0.35% | ||||||
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