Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail) (USD $)
|
0 Months Ended | 9 Months Ended | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Feb. 06, 2015
|
Sep. 26, 2014
|
Feb. 28, 2015
|
Feb. 06, 2015
|
Sep. 26, 2014
|
||||||
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] | ||||||||||
Quoted market price on valuation date | $ 0.96 | $ 0.79 | $ 0.84 | |||||||
Contractual conversion rate | $ 1.00 | $ 1.00 | $ 1.00 | $ 1.00 | $ 1.00 | |||||
Adjusted conversion price | $ 1.0000 | [1] | $ 0.9759 | [1] | $ 1.0000 | [1] | ||||
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% | |||||||
Minimum | ||||||||||
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] | ||||||||||
Contractual term to maturity (years) | 5 months 5 days | |||||||||
Expected volatility | 90.00% | |||||||||
Contractual interest rate | 1.50% | |||||||||
Risk-free rate | 0.041% | |||||||||
Maximum | ||||||||||
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] | ||||||||||
Contractual term to maturity (years) | 1 year 6 months 29 days | |||||||||
Expected volatility | 114.00% | |||||||||
Contractual interest rate | 5.00% | |||||||||
Risk-free rate | 0.48% | |||||||||
|