XML 58 R48.htm IDEA: XBRL DOCUMENT v3.19.2
Stock-Based Compensation - Valuation (Details)
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Black-Scholes option with following assumptions:        
Expected stock price volatility (as a percent) 91.00% 85.00% 91.00%  
Expected stock price volatility, minimum (as a percent)       73.00%
Expected stock price volatility, maximum (as a percent)       85.00%
Expected option term 6 years 6 years 6 years 6 years
Risk-free interest rate (as a percent)   2.90%    
Risk-free interest rate, minimum (as a percent) 1.90%   1.90% 2.80%
Risk-free interest rate, maximum (as a percent) 2.40%   2.50% 3.00%
Expected dividend yield (as a percent) 0.00% 0.00% 0.00% 0.00%