Fair Value Measurements - Assumption Ranges Used to Determine Fair Value of Convertible Note Related Warrant, Embedded Derivatives Liabilities and Fair Value of Warrant Liability (Detail)
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0 Months Ended | 9 Months Ended | 12 Months Ended | |
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Jul. 31, 2014
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Sep. 30, 2014
Underwriter's Warrant [Member]
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Dec. 31, 2013
Minimum [Member]
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Dec. 31, 2013
Maximum [Member]
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Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items] | ||||
Expected volatility | 61.20% | 75.50% | 56.80% | 61.20% |
Expected term (in years) | 4 years 1 month 2 days | 5 years | 2 years 11 months 27 days | 4 years 29 days |
Risk-free interest rate | 1.31% | 1.65% | 0.78% | 1.33% |
Expected dividend yield |
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- Details
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X | ||||||||||
- 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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X | ||||||||||
- 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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X | ||||||||||
- 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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X | ||||||||||
- Definition
Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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