Schedule of Share-Based Payment Award, Stock Options, Valuation Assumptions (Details) |
9 Months Ended | 12 Months Ended | ||
|---|---|---|---|---|
Sep. 30, 2021 |
Sep. 30, 2020 |
Dec. 31, 2020 |
Dec. 31, 2019 |
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| Share-based Payment Arrangement [Abstract] | ||||
| Risk-free interest rate | 0.78% | 0.79% | 0.75% | 2.34% |
| Expected life | 6 years | 6 years 7 months 6 days | 6 years 6 months | 5 years 10 months 24 days |
| Expected volatility | 134.79% | 122.24% | 123.71% | 128.58% |
| Dividend yield | ||||
| X | ||||||||||
- References No definition available.
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| X | ||||||||||
- Definition 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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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| X | ||||||||||
- 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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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| X | ||||||||||
- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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| X | ||||||||||
- 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. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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