Derivatives (Details 1) - $ / shares |
3 Months Ended | 12 Months Ended | |||||||||||||
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Mar. 31, 2016 |
Dec. 31, 2015 |
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Summary of fair values of derivative warrants on basis of valuation model | |||||||||||||||
Market value of common stock on measurement date | [1] | $ 1.99 | $ 3.23 | ||||||||||||
Adjusted exercise price | $ 2.48 | $ 2.48 | |||||||||||||
Risk free interest rate | [2] | 0.73% | 1.06% | ||||||||||||
Warrant lives in years | 1 year 8 months 12 days | 2 years | |||||||||||||
Expected volatility | [3] | 87.00% | 87.00% | ||||||||||||
Expected dividend yield | [4] | ||||||||||||||
Probability of stock offering in any period over 5 years | [5] | 100.00% | 100.00% | ||||||||||||
Offering price | [6] | $ 2.60 | $ 2.60 | ||||||||||||
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