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STOCK BASED COMPENSATION - Summary of Assumptions (Details) - USD ($)
$ / shares in Units, shares in Millions, $ in Millions
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Principal assumptions used in applying the Black-Scholes option pricing model for the awards      
Weighted-average expected life of option 3 years 6 months 3 years 6 months 5 years
Weighted-average grant date fair value (in dollars per share) $ 1.90 $ 2.99 $ 2.36
Risk-free interest rate, low end of range (as a percent) 2.67% 1.46% 1.13%
Risk-free interest rate, high end of range (as a percent) 2.89% 1.60% 1.21%
Volatility factor of the expected market price of common stock, low end of range (as a percent) 63.00%   74.00%
Volatility factor of the expected market price of common stock, high end of range (as a percent) 64.00%    
Additional disclosures      
Fair value of awards vesting in the period $ 0.7 $ 1.3 $ 1.3
Unrecognized compensation expense on non-vested stock options (in dollars) $ 0.4 $ 0.7 $ 1.4
Non-vested stock options outstanding (in shares) 0.7 1.5 2.5
Weighted-average period of recognition 1 year 4 months 24 days 1 year 3 months 18 days 1 year 7 months 6 days
Stock option expense $ 0.3 $ 1.3 $ 1.0
Minimum      
Principal assumptions used in applying the Black-Scholes option pricing model for the awards      
Dividend yield (as a percent) 0.36% 0.31% 0.24%
Maximum      
Principal assumptions used in applying the Black-Scholes option pricing model for the awards      
Dividend yield (as a percent) 0.53% 0.36% 0.27%