Annual report pursuant to Section 13 and 15(d)

Convertible Notes (Details 3)

v3.6.0.2
Convertible Notes (Details 3) - Warrants [Member] - USD ($)
$ / shares in Units, $ in Thousands
Aug. 05, 2015
Dec. 31, 2014
Oct. 31, 2014
Class of Warrant or Right [Line Items]      
Fair market value of shares $ 5.00 $ 2.18 $ 1.77
Exercise price $ 3.00 $ 3.00 $ 3.00
Term (years) 4 years 3 months 4 years 10 months 2 days 5 years
Volatility 80.00% 80.00% 80.00%
Annual rate of dividends 0.00% 0.00% 0.00%
Discount rate 1.55% 1.65% 1.62%
Call option value $ 3.51 $ 1.14 $ 0.88
Warrant shares issued 251,187 220,268 220,268
Warrants fair value $ 881 $ 276 $ 212