Note 8 - Stockholders' Equity - Black-scholes Valuation Assumptions for Options (Details) - Share-based Payment Arrangement, Option [Member]	9 Months Ended
Mar. 31, 2020	Mar. 31, 2019
Weighted Average [Member]
Volatility	68.00%	69.00%
Dividend yield
Risk-free interest rate	1.75%	2.71%
Expected term (Year)	5 years	3 years 292 days
Minimum [Member]
Volatility	68.00%	58.00%
Dividend yield
Risk-free interest rate	1.74%	2.52%
Expected term (Year)	5 years	1 year 328 days
Maximum [Member]
Volatility	70.00%	76.00%
Dividend yield
Risk-free interest rate	1.75%	2.78%
Expected term (Year)	5 years 73 days	4 years 109 days

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 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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