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Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail)

v2.4.1.9
Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail) (USD $)
 0 Months Ended 6 Months Ended
Sep. 26, 2014
Nov. 30, 2014
Sep. 26, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]      
Quoted market price on valuation date $ 0.79us-gaap_FairValueInputsOfferedQuotes $ 1.24us-gaap_FairValueInputsOfferedQuotes  
Contractual conversion rate   $ 1.00us-gaap_FairValueAssumptionsExercisePrice $ 1.00us-gaap_FairValueAssumptionsExercisePrice
Adjusted conversion price $ 0.9759cydy_FairValueAssumptionsAdjustedConversionPrice [1] $ 1.0000cydy_FairValueAssumptionsAdjustedConversionPrice [1]  
Contractual term to maturity (years) 2 years 1 year 9 months 26 days  
Expected volatility 123.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate 120.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate  
Contractual interest rate 5.00%cydy_FairValueAssumptionsContractualInterestRate 5.00%cydy_FairValueAssumptionsContractualInterestRate  
Risk-free rate 0.59%us-gaap_FairValueAssumptionsRiskFreeInterestRate 0.29%us-gaap_FairValueAssumptionsRiskFreeInterestRate  
Risk adjusted rate 2.69%cydy_FairValueAssumptionsRiskAdjustedRate 3.05%cydy_FairValueAssumptionsRiskAdjustedRate  
Probability of event of default 5.00%us-gaap_FairValueInputsProbabilityOfDefault 5.00%us-gaap_FairValueInputsProbabilityOfDefault  
[1] The adjusted conversion price input used in the Binomial Lattice Model considers the potential for an adjustment to the stated conversion price due to a future dilutive issuance. This input was calculated using a probability-weighted approach which considered the likelihood of various scenarios occurring including (i) potential success or failure of various phases for PRO 140, (ii) the probability the Company will enter into a future financing and (iii) and the potential price of a future financing.