Assumptions Used For Derivative Liability (Detail) - $ / shares |
1 Months Ended | ||||
---|---|---|---|---|---|
Mar. 15, 2015 |
Dec. 01, 2014 |
Jun. 30, 2015 |
Jun. 22, 2015 |
Sep. 30, 2014 |
|
Closing price per share of Common Stock | $ 0.001 | $ 0.001 | |||
Derivative liabilities Assumptions | Private Placement Financing | |||||
Closing price per share of Common Stock | $ 0.21 | $ 0.25 | 0.26 | $ 0.23 | $ 0.18 |
Exercise price per share | $ 0.20 | $ 0.20 | |||
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Maximum | Derivative liabilities Assumptions | Private Placement Financing | |||||
Exercise price per share | $ 0.30 | $ 0.30 | $ 0.40 | ||
Expected volatility | 110.00% | 90.00% | 85.00% | 85.00% | 90.00% |
Risk-free interest rate | 1.41% | 1.39% | 1.63% | 1.68% | 1.55% |
Remaining expected term of underlying securities (years) | 4 years 3 months 18 days | 4 years 7 months 6 days | 4 years 4 days | 4 years 11 days | 4 years 3 months 29 days |
Minimum | Derivative liabilities Assumptions | Private Placement Financing | |||||
Exercise price per share | $ 0.20 | $ 0.20 | $ 0.30 | ||
Expected volatility | 80.00% | 80.00% | 75.00% | 55.00% | 85.00% |
Risk-free interest rate | 0.03% | 0.01% | 0.28% | 0.27% | 0.02% |
Remaining expected term of underlying securities (years) | 2 months 19 days | 3 months 29 days | 1 year 4 days | 1 year 11 days | 3 months 29 days |