|
Weighted-Average Assumptions used to Estimate Fair Value of Stock Options using Black-Scholes Option Valuation Model (Detail)
|
3 Months Ended | 9 Months Ended | |
|---|---|---|---|
|
Sep. 30, 2011
|
Sep. 30, 2012
|
Sep. 30, 2011
|
|
| Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items] | |||
| Expected volatility | 101.50% | 102.40% | 101.50% |
| Expected dividends | 5.07% | ||
| Expected term (in years) | 7 years 6 months | 8 years 2 months 12 days | 7 years 6 months |
| Risk-free interest rate | 1.59% | 1.66% | 1.64% |
| X | ||||||||||
|
- Details
|
| 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://www.xbrl.org/2003/role/presentationRef
|
| X | ||||||||||
|
- 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
|
| 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://www.xbrl.org/2003/role/presentationRef
|
| X | ||||||||||
|
- 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
|