Stock-Based Payments - Schedule of Weighted-Average Assumptions used in Black-Scholes Option-Pricing Model (Details) - Stock Option |
12 Months Ended | ||
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Dec. 31, 2022 |
Dec. 31, 2021 |
Dec. 31, 2020 |
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| Share Based Compensation Arrangement By Share Based Payment Award [Line Items] | |||
| Weighted-average risk-free interest rate | 3.56% | 0.99% | 1.28% |
| Expected option term (in years) | 5 years 9 months 18 days | 6 years 10 days | 5 years 11 months 26 days |
| Volatility | 83.32% | 81.56% | 78.27% |
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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. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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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. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Details
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