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v3.22.2.2

Schedule of Options Weighted Average Assumptions (Details) - $ / shares | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2022 | Sep. 30, 2021 | [1] | Sep. 30, 2022 | Sep. 30, 2021
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] |  |  |  |
Expected volatility | 104.00% |  |  | 111.30%
Expected volatility minimum |  |  | 94.50% |
Expected volatility maximum |  |  | 104.00% |
Risk-free interest rate | 3.39% |  |  |
Risk-free interest rate minimum |  |  | 1.69% | 0.42%
Risk-free interest rate maximum |  |  | 3.39% | 0.86%
Expected dividend yield | 0.00% |  | 0.00% | 0.00%
Expected life of options in years | 5 years | 0 years |  | 5 years
Estimated fair value of options granted | $ 0.78 |  | $ 2.70 | $ 5.47
Minimum [Member] |  |  |  |
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] |  |  |  |
Expected life of options in years |  |  | 5 years |
Estimated fair value of options granted |  |  | $ 0.78 | 5.46
Maximum [Member] |  |  |  |
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] |  |  |  |
Expected life of options in years |  |  | 7 years |
Estimated fair value of options granted |  |  | $ 3.20 | $ 5.56
[1] | No stock options were granted during the three months ended September 30, 2021.

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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://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iii) -URI https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901 + Details
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- 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://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(ii) -URI https://asc.fasb.org/extlink&oid=128089324&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 risk-free interest rate assumption that is used in valuing an option on its own shares. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iv) -URI https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901 + 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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- Definition The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 718 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (d)(1) -URI https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901 + Details
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