Share-Based Compensation - Schedule of Assumptions Used to Determine Grant Date Fair Value of Employee and Director Options Granted (Details) - $ / shares |
3 Months Ended | |
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Mar. 31, 2022 |
Mar. 31, 2021 |
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Share Based Compensation Arrangement By Share Based Payment Award [Line Items] | ||
Volatility | 130.00% | 90.30% |
Expected term in years | 6 years 3 months | |
Dividend rate | 0.00% | 0.00% |
Risk-free interest rate, minimum | 1.90% | |
Risk-free interest rate, maximum | 2.55% | |
Risk-free interest rate | 0.78% | |
Share price | $ 2.03 | |
Fair value of option on grant date | $ 1.52 | |
Minimum | ||
Share Based Compensation Arrangement By Share Based Payment Award [Line Items] | ||
Expected term in years | 5 years 6 months | |
Share price | $ 0.41 | |
Fair value of option on grant date | $ 0.37 | |
Maximum | ||
Share Based Compensation Arrangement By Share Based Payment Award [Line Items] | ||
Expected term in years | 6 years 3 months | |
Share price | $ 0.45 | |
Fair value of option on grant date | $ 0.40 |
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. No definition available.
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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 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 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 Price of a single share of a number of saleable stocks of a company. 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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