Stockholders' Equity - Option pricing model (Details) |
9 Months Ended | |
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Sep. 30, 2021 |
Sep. 30, 2020 |
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| Stockholders' Equity | ||
| Risk-free interest rate, Minimum | 1.04% | 0.65% |
| Risk-free interest rate, Maximum | 1.50% | 1.02% |
| Expected term in years | 10 years | 10 years |
| Expected volatility, Minimum | 100.65% | 101.27% |
| Expected volatility, Maximum | 102.71% | 104.60% |
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- Definition The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- References No definition available.
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