Share-Based Compensation - Summary of Key Assumptions Used in Black-Scholes Option Pricing Model on Date of Grant for Options Granted to Non-Employees (Detail) (USD $)
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12 Months Ended | |
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Dec. 31, 2013
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Dec. 31, 2012
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JSOP Awards [Member]
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Schedule Of Weighted Average Assumptions For Fair Values Of Stock Options [Line Items] | ||
Expected dividend yield | 0.00% | |
Expected volatility | 76.00% | |
Risk-free interest rate | 0.57% | |
Expected life of option (years) | 3 years | |
Weighted-average share price | $ 0.17 | |
Weighted-average exercise price | $ 0.17 | |
Model used | Monte Carlo | |
Non-Employee Stock Options [Member]
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Schedule Of Weighted Average Assumptions For Fair Values Of Stock Options [Line Items] | ||
Expected dividend yield | ||
Expected volatility | 78.25% | 73.79% |
Risk-free interest rate | 1.75% | 1.09% |
Expected life of option (years) | 5 years 10 months 24 days | 6 years 11 months 1 day |
Weighted-average share price | $ 0.26 | $ 0.23 |
Weighted-average exercise price | $ 0.52 | $ 0.52 |
Model used | Black-Scholes | Black-Scholes |
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- Definition
The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Expected term of share-based compensation awards, 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
The estimated measure of the 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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
For each plan, identification of the award pricing model or other valuation method used in calculating the weighted average fair values disclosed. The model is also used to calculate the compensation expense that is shown within the balance sheet, income statement, and cash flow. Examples of valuation techniques are lattice models (binomial model), closed-form models (Black-Scholes-Merton formula), and a Monte Carlo simulation technique. Fair value is the amount at which an asset or liability could be bought or incurred or sold or settled in a current transaction between willing parties, that is, other than in a forced or liquidation sale. May include disclosures about the assumptions underlying application of the method selected. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The weighted average of per share prices paid for shares purchased on the open market for issuance to employees under the plan. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Weighted average per share amount at which grantees can acquire shares of common stock by exercise of options. No definition available.
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- Details
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