XML 90 R77.htm IDEA: XBRL DOCUMENT v3.24.0.1

Note 12 - Stock-Based Compensation - Black Scholes Assumptions (Details) - Black Scholes Option Pricing Model [Member] - Share-Based Payment Arrangement, Option [Member]	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Volatility	56.80%	62.60%
Risk-free interest rate	4.60%	2.10%
Correlation coefficient	41.70%	41.50%
Dividend yield	0.00%	0.00%
Liquidity discount	14.10%	11.70%

X

- Definition

The correlation coefficient assumption that is used in valuing an option on its own shares.

+ References

No definition available.

+ Details

Name:	hbio_SharebasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsCorrelationCoefficient
Namespace Prefix:	hbio_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The liquidity discount given to holders that is used in valuing an option on its own shares.

+ References

No definition available.

+ Details

Name:	hbio_SharebasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsLiquidityDiscount
Namespace Prefix:	hbio_
Data Type:	dtr-types:percentItemType
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://www.xbrl.org/2003/role/disclosureRef
-Topic 718
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(iii)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480429/718-10-50-2

+ 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://www.xbrl.org/2003/role/disclosureRef
-Topic 718
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(ii)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480429/718-10-50-2

+ 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://www.xbrl.org/2003/role/disclosureRef
-Topic 718
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(iv)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480429/718-10-50-2

+ Details

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

X

- Details

Name:	us-gaap_ValuationTechniqueAxis=hbio_BlackScholesOptionPricingModelMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_AwardTypeAxis=us-gaap_EmployeeStockOptionMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: