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Note 6 - Share-based Compensation - Black-Scholes Options Pricing Model (Details) | 12 Months Ended
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Dec. 31, 2021 | Dec. 31, 2020
Minimum [Member] |  |
Risk-Free interest rate, minimum | 0.05% |
Risk-Free interest rate, maximum |  | 0.25%
Expected stock price volatility, minimum | 54.52% |
Expected stock price volatility, maximum |  | 39.94%
Maximum [Member] |  |
Risk-Free interest rate, maximum | 1.24% | 1.72%
Expected stock price volatility, maximum | 60.80% | 51.22%

X
- 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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X
- 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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X
- 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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