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The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the three-month and nine-month periods presented: (Details) - $ / shares
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2021
Sep. 30, 2020
Share-based Payment Arrangement [Abstract]      
Weighted-average risk-free interest rates 1.00% 1.00% 0.50%
Dividend yield 0.00% 0.00% 0.00%
Weighted-average expected life of the option 7 years 7 years 7 years
Weighted-average expected stock price volatility 65.00% 65.00% 94.00%
Weighted-average fair value of the options granted $ 2.45 $ 2.45 $ 0.36