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Note 6 - Share-based Compensation - Black-Scholes Options Pricing Model (Details)	12 Months Ended
	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

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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

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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

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- Definition

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

+ References

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- Definition

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

+ References

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