Derivatives (Details 1) - $ / shares |
9 Months Ended | 12 Months Ended | |||||||||||||
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Sep. 30, 2015 |
Dec. 31, 2014 |
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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] | $ 1.77 | $ 5.89 | ||||||||||||
Adjusted exercise price | $ 2.48 | $ 2.48 | |||||||||||||
Risk free interest rate (2) | [2] | 0.78% | 1.10% | ||||||||||||
Warrant lives in years | 2 years 6 months | 3 years | |||||||||||||
Expected volatility (3) | [3] | 90.00% | 71.00% | ||||||||||||
Expected dividend yield (4) | [4] | ||||||||||||||
Probability of stock offering in any period over 5 years (5) | [5] | 100.00% | 100.00% | ||||||||||||
Offering price (6) | [6] | $ 2.60 | $ 4.50 | ||||||||||||
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