Stockholders' Equity - Schedule of Assumptions Used in Black-Scholes-Merton Option-Pricing Model (Details) |
3 Months Ended |
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Mar. 31, 2019 | |
| Expected years until exercise | 3 years 4 months 24 days |
| Dividend yield | 0.00% |
| Minimum | |
| Expected stock volatility | 70.50% |
| Risk free interest rate | 0.92% |
| Maximum | |
| Expected stock volatility | 86.30% |
| Risk free interest rate | 3.04% |
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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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. 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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