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Note 6 - Share-based Compensation - Black-Scholes Options Pricing Model (Details) | 12 Months Ended
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Dec. 31, 2020 | Dec. 31, 2019
Risk-Free interest rate, minimum | 0.25% | 1.69%
Risk-Free interest rate, maximum | 1.72% | 2.50%
Expected dividend yield | 0.00% | 0.00%
Expected stock price volatility, minimum | 39.94% | 28.59%
Expected stock price volatility, maximum | 51.22% | 37.29%
Discount for lack of marketability | 0.00% |
Minimum [Member] |  |
Discount for lack of marketability |  | 0.00%
Maximum [Member] |  |
Discount for lack of marketability |  | 8.48%

X
- 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 for lack of marketability. + References No definition available. + Details
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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://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iii) -URI http://asc.fasb.org/extlink&oid=120381028&loc=d3e5070-113901 + Details
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- Definition The estimated measure of the maximum 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 No definition available. + Details
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- Definition The estimated measure of the minimum 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 No definition available. + Details
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. + References No definition available. + Details
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. + References No definition available. + Details
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