XML 65 R55.htm IDEA: XBRL DOCUMENT v3.21.2

The fair value of the Company’s holdings warrants was estimated using the Black-Scholes option-pricing method and the following assumptions: (Details)	6 Months Ended
	Jun. 30, 2021 $ / shares
Fair Value Disclosures [Abstract]
Exercise price	$ 15.00
Remaining contractual term (in years)	2 years 6 months 22 days
Volatility	115.60%
Weighted average risk free interest rate	0.355%
Expected dividend yield	0.00%

X

- References

No definition available.

+ Details

Name:	us-gaap_FairValueDisclosuresAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

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.

+ 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

Name:	us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedDividendRate
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The estimated measure of the 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

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)(ii)
-URI http://asc.fasb.org/extlink&oid=120381028&loc=d3e5070-113901

+ Details

Name:	us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	duration

X

- Definition

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

+ 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)(iv)
-URI http://asc.fasb.org/extlink&oid=120381028&loc=d3e5070-113901

+ Details

Name:	us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsRiskFreeInterestRate
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

+ 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)(i)
-URI http://asc.fasb.org/extlink&oid=120381028&loc=d3e5070-113901

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SAB Topic 14.D.2)
-URI http://asc.fasb.org/extlink&oid=122041274&loc=d3e301413-122809

+ Details

Name:	us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardFairValueAssumptionsExpectedTerm1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Weighted average grant-date fair value of non-vested options outstanding.

+ References

No definition available.

+ Details

Name:	us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsNonvestedWeightedAverageGrantDateFairValue
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:perShareItemType
Balance Type:	na
Period Type:	instant