Stock Options, Black-Scholes Option-pricing Model with Weighted-average Assumptions (Details) - Stock Option [Member]	12 Months Ended
Dec. 31, 2021	Dec. 31, 2020
Weighted-average Assumptions [Abstract]
Dividend yield	0.00%	0.00%
Minimum [Member]
Weighted-average Assumptions [Abstract]
Contractual term	9 years	5 years
Volatility	83.80%	81.00%
Risk-free interest rate	0.93%	0.62%
Maximum [Member]
Weighted-average Assumptions [Abstract]
Contractual term	10 years	10 years
Volatility	90.60%	85.00%
Risk-free interest rate	1.69%	1.88%

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.

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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.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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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.

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