Note 7 - Stockholders' Equity - Black-scholes Valuation Assumptions for Options (Details) - Share-based Payment Arrangement, Option [Member]	12 Months Ended
Jun. 30, 2019	Jun. 30, 2018
Weighted Average [Member]
Volatility	68.00%	74.00%
Risk-free interest rate	2.34%	2.44%
Expected term (Year)	4 years 36 days	5 years
Minimum [Member]
Volatility	58.00%	68.00%
Risk-free interest rate	1.92%	1.75%
Expected term (Year)	1 year 328 days	3 years
Maximum [Member]
Volatility	76.00%	75.00%
Risk-free interest rate	2.78%	2.64%
Expected term (Year)	4 years 219 days	6 years

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 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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-Name Accounting Standards Codification
-Topic 718
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-Section 50
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