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Stock-Based Compensation - Valuation (Details) - Stock Options
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Black-Scholes option with following assumptions:        
Expected stock price volatility, minimum (as a percent) 90.00% 97.00% 90.00% 97.00%
Expected stock price volatility, maximum (as a percent) 91.00% 98.00% 97.00% 98.00%
Expected option term 6 years 6 years 6 years 6 years
Risk-free interest rate, minimum (as a percent) 2.70% 1.20% 1.70% 0.80%
Risk-free interest rate, maximum (as a percent) 3.60% 1.30% 3.60% 1.30%
Expected dividend yield (as a percent) 0.00% 0.00% 0.00% 0.00%