SHAREHOLDERS' EQUITY - Black-Scholes pricing model (Details) - Warrants	3 Months Ended
Mar. 31, 2019 $ / shares
Principal assumptions used in applying the Black-Scholes option pricing model for the awards
Risk-free interest rate (as a percent)	2.30%
Dividend yield (as a percent)	0.00%
Volatility factor of the expected market price of common stock (as a percent)	50.00%
Weighted-average expected life of option	21 days
Weighted-average grant date fair value (in dollars per share)	$ 0.43

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

The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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