Annual report pursuant to Section 13 and 15(d)

DERIVATIVE LIABILITIES (Tables)

v2.4.1.9
DERIVATIVE LIABILITIES (Tables)
12 Months Ended
Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]
The Black-Scholes option-pricing model with the following assumption inputs:
 
 
 
November 27, 2012
 
 
November 28, 2012
 
Annual dividend yield
 
 
-
 
 
 
-
 
Expected life (years)
 
 
3.5
 
 
 
3.5
 
Risk-free interest rate
 
 
0.36
%
 
 
0.35
%
Expected volatility
 
 
113.52
%
 
 
113.62
%
 
The Black-Scholes option-pricing model with the following assumption inputs:
 
 
 
September 22 to 29, 2014
 
September 30, 2014
 
Annual dividend yield
 
 
 
-
 
Expected life (years)
 
0.5
 
0.5
 
Risk-free interest rate
 
0.03% - 0.05
%
0.03
%
Expected volatility
 
55
%
55
%