Share Capital - Summary of Weighted Average Assumptions (Details) (10-K) - $ / shares |
12 Months Ended | |
---|---|---|
Dec. 31, 2020 |
Dec. 31, 2019 |
|
Equity [Abstract] | ||
Expected volatility | 79.60% | 79.60% |
Expected Term (in years) | 3 years 5 months 9 days | 4 years 7 months 2 days |
Risk-free interest rate | 0.45% | 1.51% |
Fair value of options | $ 1.90 | $ 0.67 |
X | ||||||||||
- Definition Sharebased compensation arrangement by Sharebased payment award fair value assumptions fair value. No definition available.
|
X | ||||||||||
- References No definition available.
|
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
|
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
|
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
|