Stock-based compensation - Stock option valuation (Details)	12 Months Ended
Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Assumptions used in the Black-Scholes option-pricing model
Risk-free interest rate	2.21	2.78	(0.67)
Expected term (in years)	6 years 1 month 6 days	5 years 1 month 6 days	2 years 9 months 18 days
Expected volatility	74.20%	72.10%	66.10%

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

No definition available.

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- References

No definition available.

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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

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.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
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-Name Accounting Standards Codification
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