Stock-Based Compensation - Assumptions for Stock Options (Details) |
9 Months Ended |
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Sep. 30, 2021
$ / shares
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Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |
Weighted-average fair value of stock options granted (in dollars per share) | $ 0.14 |
Stock Options | |
Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |
Dividend yield | 0.00% |
Stock Options | Minimum | |
Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |
Volatility factor | 119.10% |
Risk-free interest rate | 0.82% |
Expected term (years) | 5 years 3 months 7 days |
Stock Options | Maximum | |
Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |
Volatility factor | 124.20% |
Risk-free interest rate | 1.11% |
Expected term (years) | 6 years 1 month 17 days |
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The estimated measure of the 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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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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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