Temporary Equity and Stockholders' Deficiency - Schedule of Fair Value Assumptions of Stock Option (Details) |
12 Months Ended | |
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Dec. 31, 2020 |
Dec. 31, 2019 |
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Risk free interest rate, minimum | 0.16% | 1.84% |
Risk free interest rate, maximum | 0.39% | 2.43% |
Expected volatility | 58.00% | |
Expected dividends | 0.00% | 0.00% |
Minimum [Member] | ||
Expected term (years) | 3 years 7 months 6 days | 3 years 7 months 6 days |
Expected volatility | 51.00% | |
Maximum [Member] | ||
Expected term (years) | 5 years | 5 years |
Expected volatility | 52.00% |
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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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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