Weighted-average assumptions used to determine the fair value of options granted (Details)
|
6 Months Ended | |
---|---|---|
Jun. 30, 2014
|
Jun. 30, 2013
|
|
Weighted-average assumptions used to determine the fair value of options granted | ||
Expected volatility | 114.00% | 128.00% |
Expected volatility Maximum | 138.00% | |
Weighted-average volatility | 114.00% | 137.00% |
Expected dividends | 0.00% | 0.00% |
Expected term (in years) | 6.5 | 6.5 |
Risk-free interest rate | 1.58% | 0.76% |
Risk-free interest rate Maximum | 1.49% |
X | ||||||||||
- Definition
Expected dividends No definition available.
|
X | ||||||||||
- Definition
Expected term (in years) No definition available.
|
X | ||||||||||
- Details
|
X | ||||||||||
- 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
|
X | ||||||||||
- Definition
Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition
Weighted average expected volatility of stock price. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition
The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
|
X | ||||||||||
- Definition
The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
|