Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Assumptions, RF (Details)

v3.4.0.3
Fair Value Measurements - Assumptions, RF (Details)
 3 Months Ended
Mar. 31, 2016
USD ($)
item
$ / shares
shares
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation  
Number of changes in valuation techniques | item 0
Amount of transfers of assets from level 1 to level 2 $ 0
Amount of transfers of assets from level 2 to level 1 $ 0
Common stock warrants  
Level 3 Valuation  
Number of shares available under warrant | shares 40,000
Level 3  
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation  
Beginning balance $ 78,177
Change in fair value 47,104
Ending balance $ 125,281
Warrants on Preferred Stock | Level 3  
Level 3 Valuation  
Volatility 80.00%
Risk free interest rate 1.13%
Strike price | $ / shares $ 8.40
Fair value of stock price | $ / shares $ 3.73
Expected life 4 years 7 months 6 days
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation  
Beginning balance $ 27,606
Change in fair value 9,956
Ending balance 37,562
Equity Unit Purchase Option [Member] | Other Nonoperating Income (Expense)  
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation  
Change in fair value $ 37,148
Equity Unit Purchase Option [Member] | Level 3  
Level 3 Valuation  
Strike price | $ / shares $ 7.48
Fair value of stock price | $ / shares $ 3.73
Summary of changes in the fair value of the Level 3 valuation for the Warrant Liability and the Investor Rights Obligation  
Beginning balance $ 50,571
Change in fair value 37,148
Ending balance $ 87,719
Equity Unit Purchase Option [Member] | Level 3 | Class A Warrant [Member]  
Level 3 Valuation  
Strike price | $ / shares $ 5.23
Equity Unit Purchase Option [Member] | Level 3 | Class B Warrant [Member]  
Level 3 Valuation  
Strike price | $ / shares $ 4.49
Equity Unit Purchase Option [Member] | Level 3 | Minimum  
Level 3 Valuation  
Volatility 65.00%
Risk free interest rate 0.18%
Equity Unit Purchase Option [Member] | Level 3 | Maximum  
Level 3 Valuation  
Volatility 80.00%
Risk free interest rate 1.26%