Assumptions used in Estimating Fair Value of Warrant Derivative Liability (Detail) - $ / shares |
3 Months Ended | 12 Months Ended | |
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Sep. 15, 2016 |
Aug. 31, 2018 |
May 31, 2018 |
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Grant Date Fair Value | |||
Derivative [Line Items] | |||
Fair value of underlying stock | $ 0.78 | $ 0.69 | $ 0.49 |
Risk Free Interest Rate | |||
Derivative [Line Items] | |||
Risk free rate | 1.20% | 2.72% | 2.63% |
Expected Term (In Years) | |||
Derivative [Line Items] | |||
Expected term (in years) | 5 years | 3 years 15 days | 3 years 3 months 19 days |
Stock Price Volatility | |||
Derivative [Line Items] | |||
Stock price volatility | 106.00% | 64.00% | 64.00% |
Expected Dividend Yield | |||
Derivative [Line Items] | |||
Expected dividend yield | 0.00% | 0.00% | 0.00% |
Probability of Fundamental Transaction | |||
Derivative [Line Items] | |||
Probability of Fundamental Transaction | 50.00% | 50.00% | 50.00% |
Probability of Holder Requesting Cash Payment | |||
Derivative [Line Items] | |||
Probability of holder requesting cash payment | 50.00% | 50.00% | 50.00% |
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- Definition Class of Warrant, Fair Value Assumption, Expected Dividend Yield No definition available.
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- Definition Class of Warrant, Fair Value Assumption, Stock Volatility No definition available.
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- Definition Class Of Warrants Fair Value Assumptions Expected Term No definition available.
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- Definition Class Of Warrants Fair Value Assumptions Risk Free Interest Rate No definition available.
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- Definition Class Of Warrants Fair Value Of Underlying Stock Per Share No definition available.
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- Definition Fair Value Inputs, Probability of Fundamental Transaction No definition available.
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- Definition Fair Value Inputs, Probability of Holder Requesting Cash Payment No definition available.
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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