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Weighted-Average Assumptions used to Estimate Fair Value of Stock Options using Black-Scholes Option Valuation Model (Detail)
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6 Months Ended | |
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Jun. 30, 2012
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Jun. 30, 2011
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| Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items] | ||
| Expected volatility | 102.40% | 100.50% |
| Expected dividends | 5.07% | |
| Expected term (in years) | 8 years 73 days | 7 years 219 days |
| Risk-free interest rate | 1.66% | 3.08% |
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- Details
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- 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://www.xbrl.org/2003/role/presentationRef
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- Definition
Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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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/presentationRef
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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/presentationRef
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