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DERIVATIVE LIABILITIES - Assumptions for fair value of convertible instruments under Black-Scholes model (Details) (Derivative Liability, USD $)
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6 Months Ended | 12 Months Ended |
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Jun. 30, 2013
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Dec. 31, 2012
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Upper Range
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| Expected dividend yield | $ 0.00 | $ 0.00 |
| Expected volatility | 317.00% | 217.00% |
| Expected term | 3 years 10 months 10 days | 4 years 4 months 10 days |
| Risk-free interest rate (annual) | 1.41% | 0.72% |
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Lower Range
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| Expected dividend yield | $ 0.00 | $ 0.00 |
| Expected volatility | 238.00% | 89.00% |
| Expected term | 10 months 3 days | 1 year 6 months |
| Risk-free interest rate (annual) | 0.36% | 0.15% |
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- Definition
Amount of dividends expected to be paid to holders of the underlying shares or contracted instruments over the term of the instruments life. 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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