Stock Options And Warrants (Summary Of Fair Value Assumptions Of Options) (Details)	3 Months Ended
Mar. 31, 2021	Mar. 31, 2020
Fair Value Assumptions Of Options - Black Scholes Model
Risk free interest rate	0.40%	1.86%
Stock volatility factor	337.00%	272.00%
Weighted average expected option life	5 years	5 years
Expected dividend yield	0%	0%

No definition available.

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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

If different dividend rates are used during the contractual term, then disclose the range of expected dividends used.

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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

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.

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