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SHAREHOLDERS' EQUITY - Black-Scholes pricing model (Details) - $ / shares |  | 12 Months Ended
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Nov. 20, 2019 | Dec. 31, 2023 | Dec. 31, 2021
Principal assumptions used in applying the Black-Scholes option pricing model for the awards |  |  |
Risk-free interest rate (as a percent) |  | 4.44% |
Dividend yield (as a percent) |  | 0.00% | 0.00%
Volatility factor of the expected market price of common stock (as a percent) |  | 67.00% | 63.00%
Weighted-average expected life of option |  | 3 years | 3 years 6 months
Weighted-average grant date fair value (in dollars per share) |  | $ 3.36 | $ 1.22
November 2019 Offering | Warrants |  |  |
Principal assumptions used in applying the Black-Scholes option pricing model for the awards |  |  |
Risk-free interest rate (as a percent) | 1.55% |  |
Dividend yield (as a percent) | 0.00% |  |
Volatility factor of the expected market price of common stock (as a percent) | 60.00% |  |
Weighted-average expected life of option | 5 years |  |
Weighted-average grant date fair value (in dollars per share) | $ 0.52 |  |

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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iii) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480429/718-10-50-2 + Details
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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(ii) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480429/718-10-50-2 + Details
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iv) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480429/718-10-50-2 + Details
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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (d)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480429/718-10-50-2 + Details
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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(i) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480429/718-10-50-2 + Details
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