Annual report pursuant to Section 13 and 15(d)

Assumptions used in Estimating Fair Value of Warrant Derivative Liability (Detail)

v3.20.2
Assumptions used in Estimating Fair Value of Warrant Derivative Liability (Detail) - $ / shares
12 Months Ended
Sep. 15, 2016
May 31, 2019
Grant Date Fair Value    
Derivative [Line Items]    
Fair value of underlying stock $ 0.78 $ 0.39
Risk Free Interest Rate    
Derivative [Line Items]    
Risk free rate 1.20% 1.94%
Expected Term (In Years)    
Derivative [Line Items]    
Expected term (in years) 5 years 2 years 3 months 14 days
Stock Price Volatility    
Derivative [Line Items]    
Stock price volatility 106.00% 61.00%
Expected Dividend Yield    
Derivative [Line Items]    
Expected dividend yield 0.00% 0.00%
Probability of Fundamental transaction    
Derivative [Line Items]    
Probability of Fundamental transaction 50.00% 50.00%
Probability of Holder Requesting Cash Payment    
Derivative [Line Items]    
Probability of holder requesting cash payment 50.00% 50.00%