Fair Value Measurement - Summary of Assumptions Used for Valuation of Fair Value Liabilities (Details) |
3 Months Ended | 6 Months Ended | 12 Months Ended | |||
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Jun. 30, 2016 |
Jun. 30, 2015 |
Jun. 30, 2016 |
Jun. 30, 2015 |
Dec. 31, 2015 |
Dec. 31, 2014 |
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Risk-free interest rate | 1.10% | |||||
Expected volatility | 84.00% | |||||
Expected dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Minimum [Member] | ||||||
Risk-free interest rate | 0.58% | 0.22% | 0.58% | 0.02% | 0.02% | |
Expected term (years) | 2 years 3 months 11 days | 1 year | 2 years 3 months 11 days | 1 year | 1 year | 2 years 9 months 11 days |
Expected volatility | 123.00% | 89.00% | 114.00% | 84.00% | 84.00% | |
Maximum [Member] | ||||||
Risk-free interest rate | 1.08% | 1.01% | 1.16% | 1.30% | 1.30% | |
Expected term (years) | 5 years | 4 years 7 months 28 days | 5 years | 5 years 18 days | 5 years 18 days | 4 years 11 months 23 days |
Expected volatility | 139.00% | 95.00% | 139.00% | 95.00% | 105.00% |
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- 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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- 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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- 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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- Definition Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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