Share-based Compensation - Assumptions (Details) |
9 Months Ended |
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Sep. 30, 2021 | |
| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |
| Risk-free interest rate - Minimum | 0.46% |
| Risk-free interest rate - Maximum | 0.86% |
| Dividend yield | 0.00% |
| Minimum | |
| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |
| Volatility | 171.12% |
| Expected term | 5 years |
| Maximum | |
| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |
| Volatility | 183.48% |
| Expected term | 5 years 9 months |
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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 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 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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