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Share-Based Compensation (Tables)

3 Months Ended

Mar. 31, 2020

Share-based Payment Arrangement [Abstract]

Schedule of assumptions used to calculate black-scholes option pricing model for options granted

The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the three-months ended March 31, 2019:

Weighted-average risk-free interest rates:			2.5%
Dividend yield:			—
Weighted-average expected life of the option:			7 years
Weighted-average expected stock price volatility:			94%
Weighted-average fair value of the options granted:			$0.75

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- References

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- Definition

Tabular disclosure of the significant assumptions used during the year to estimate the fair value of employee stock purchase plans, including, but not limited to: (a) expected term, (b) expected volatility of the entity's shares, (c) expected dividends, (d) risk-free rate(s), and (e) discount for post-vesting restrictions.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)
-URI http://asc.fasb.org/extlink&oid=120381028&loc=d3e5070-113901

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