Fair Value Measurements - Schedule of Assumptions Used in Black-Scholes Option Pricing Model (Details) - $ / shares |
6 Months Ended | |||
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Jun. 21, 2017 |
Mar. 22, 2017 |
Jan. 25, 2017 |
Jun. 30, 2017 |
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Market Price | $ 0.87 | $ 2.37 | $ 4.33 | $ 2.63 |
Exercise Price | $ 1.25 | $ 4.69 | $ 4.69 | $ 2.44 |
Risk-free interest rate | 1.75% | 1.95% | 1.95% | 0.99% |
Expected volatility | 134.21% | 125.58% | 124.02% | 234.05% |
Expected life in years | 5 years | 5 years 6 months | 5 years | 1 year 2 months 30 days |
Expected dividend yield | 0.00% | 0.00% | 0.00% | 0.00% |
Pre-Funded Warrant Liability [Member] | ||||
Market Price | $ 0.89 | |||
Exercise Price | $ 0.01 | |||
Risk-free interest rate | 1.75% | |||
Expected volatility | 134.21% | |||
Expected life in years | 5 years | |||
Expected dividend yield | 0.00% | |||
Underwriters Warrant Liability [Member] | ||||
Market Price | $ 0.89 | |||
Exercise Price | $ 1.32 | |||
Risk-free interest rate | 1.75% | |||
Expected volatility | 134.21% | |||
Expected life in years | 5 years | |||
Expected dividend yield | 0.00% |
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- Definition Agreed upon price for the exchange of the underlying asset. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- 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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- 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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- 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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- Definition Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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