Fair Value Measurements - Avenue's Contingently Issuable Warrants with option pricing model (Detail) |
9 Months Ended |
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Sep. 30, 2016 | |
Avenue [Member] | |
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items] | |
Risk-free interest rate | 1.60% |
Expected dividend yield | 0.00% |
Expected term in years | 9 years 1 month 2 days |
Expected volatility | 83.00% |
Probability of issuance of the warrant | 50.00% |
Mustang [Member] | |
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items] | |
Risk-free interest rate | 1.60% |
Expected dividend yield | 0.00% |
Expected term in years | 9 years 9 months 4 days |
Expected volatility | 76.70% |
Probability of issuance of the warrant | 100.00% |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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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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- Definition Percentage of likelihood a loan will not be repaid and instead default, used as an input to measure fair value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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