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Stock-based Compensation - Weighted-average Assumptions (Details) - $ / shares	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017
Black-Scholes-Merton option valuation model based on weighted-average assumptions [Abstract]
Expected term	7 years 1 month 6 days	6 years 7 months 6 days
Risk-free interest rate	2.94%	2.20%
Volatility	92.87%	78.84%
Resulting weighted average grant date fair value (in dollars per share)	$ 1.74	$ 1.05

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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Weighted average expected volatility rate of share-based compensation awards.

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The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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