Quarterly report pursuant to Section 13 or 15(d)

Derivative Financial Instruments - Range of Assumptions (Details)

v3.10.0.1
Derivative Financial Instruments - Range of Assumptions (Details) - Derivative instrument liability - Warrants
Sep. 30, 2018
$ / shares
Nov. 13, 2017
$ / shares
Sep. 30, 2017
$ / shares
Black Scholes option pricing model or Monte Carlo simulation      
Range of assumptions used to determine the fair value of the warrants      
Fair value of Synergy common stock (in dollars per share)   $ 2.44  
Black-Scholes option pricing model      
Range of assumptions used to determine the fair value of the warrants      
Fair value of Synergy common stock (in dollars per share) $ 1.70   $ 2.90
Expected warrant term | Black Scholes option pricing model or Monte Carlo simulation      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input   2.0  
Expected warrant term | Black-Scholes option pricing model      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input 1.1   0.4
Risk-free interest rate | Black Scholes option pricing model or Monte Carlo simulation      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input   0.0162  
Risk-free interest rate | Black-Scholes option pricing model      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input 0.0213   0.0113
Measurement Input, Price Volatility [Member] | Black Scholes option pricing model or Monte Carlo simulation      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input   0.66  
Measurement Input, Price Volatility [Member] | Black-Scholes option pricing model      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input 0.65   0.40
Measurement Input, Expected Dividend Rate [Member] | Black Scholes option pricing model or Monte Carlo simulation      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input   0  
Measurement Input, Expected Dividend Rate [Member] | Black-Scholes option pricing model      
Range of assumptions used to determine the fair value of the warrants      
Derivative liability, measurement input 0   0