Share-Based Payment and Related Stock Option Plan - Summary of Share-based Payments to be a Level 3 Fair Value Measurement (Detail) |
9 Months Ended | 12 Months Ended | |
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Sep. 30, 2020 |
Dec. 31, 2020 |
Dec. 31, 2019 |
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Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions And Methodology [Line Items] | |||
Risk-free interest rate | 1.58% | ||
Expected term (life) of options (in years) | 2 years | ||
Expected dividends | 0.00% | 0.00% | 0.00% |
Expected volatility | 86.30% | ||
Maximum [Member] | |||
Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions And Methodology [Line Items] | |||
Risk-free interest rate | 2.47% | 2.47% | |
Expected term (life) of options (in years) | 4 years | 4 years | |
Expected volatility | 86.30% | 86.30% | |
Minimum [Member] | |||
Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions And Methodology [Line Items] | |||
Risk-free interest rate | 1.58% | 1.58% | |
Expected term (life) of options (in years) | 2 years | 2 years | |
Expected volatility | 67.90% | 67.90% |
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- References No definition available.
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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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