Note 7 - Stockholders' Equity - Black-scholes Valuation Assumptions for Options (Details) - Employee Stock Option [Member]	6 Months Ended
Dec. 31, 2018	Dec. 31, 2017
Volatility		73.00%
Risk-free interest rate		1.75%
Expected term (Year)		3 years
Weighted Average [Member]
Volatility	70.00%	73.00%
Risk-free interest rate	2.73%	1.75%
Expected term (Year)	3 years 328 days	3 years
Minimum [Member]
Volatility	63.00%
Risk-free interest rate	2.68%
Expected term (Year)	3 years 146 days
Maximum [Member]
Volatility	76.00%
Risk-free interest rate	2.78%
Expected term (Year)	4 years 109 days

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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- Definition

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.

+ References

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
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