Note 8 - Stockholders' Equity - Black-scholes Valuation Assumptions for Options (Details) - Employee Stock Option [Member]	9 Months Ended
Mar. 31, 2018	Mar. 31, 2017
Weighted Average [Member]
Volatility	74.00%	79.00%
Dividend yield
Risk-free interest rate	2.44%	1.14%
Expected term (years) (Year)	5 years	4 years
Minimum [Member]
Volatility	68.00%	78.00%
Dividend yield
Risk-free interest rate	1.75%	0.82%
Expected term (years) (Year)	3 years	3 years
Maximum [Member]
Volatility	75.00%	86.00%
Dividend yield
Risk-free interest rate	2.64%	1.17%
Expected term (years) (Year)	6 years	4 years

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.

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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

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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-Name Accounting Standards Codification
-Topic 718
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