Share-Based Compensation - Summary of Share Based Payment Award Stock Options Valuation Assumptions (Detail) |
12 Months Ended |
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Dec. 31, 2020
USD ($)
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| Schedule of Share Based Payment Award Stock Options Valuation Assumptions [Abstract] | |
| Expected term | 6 years 3 months |
| Expected volatility (Minimum) | 110.00% |
| Expected volatility (Maximum) | 120.00% |
| Expected dividend yield | $ 0 |
| Risk-free interest rate (Minimum) | 0.46% |
| Risk-free interest rate (Maximum) | 0.56% |
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- References No definition available.
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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. No definition available.
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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. No definition available.
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition Disclosure of the weighted average expected dividend for an entity using a valuation technique with different dividend rates during the contractual term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- 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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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