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Stock-Based Compensation - Weighted-Average Assumptions (Details)
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Weighted-average assumptions used in the Black-Scholes option-pricing model      
Risk-free interest rate 1.40% 0.46% 1.55%
Expected volatility 71.00% 75.33% 33.78%
Dividend yield 0.00% 0.00% 0.00%
Weighted-average expected life 5 years 2 months 12 days 5 years 2 months 12 days 5 years