Share-Based Compensation - Schedule of Fair Value Assumptions for Options (Details) (Mymd Pharmaceuticals Inc.) - $ / shares |
12 Months Ended | ||
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Dec. 31, 2020 |
Dec. 31, 2019 |
Nov. 11, 2020 |
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Minimum [Member] | |||
Common stock grant date fair value | $ 5.00 | ||
Mymd Pharmaceuticals Inc. [Member] | |||
Common stock grant date fair value | $ 1.00 | $ 1.00 | |
Expected dividend yield | 0.00% | 0.00% | |
Expected term | 5 years | 5 years | |
Mymd Pharmaceuticals Inc. [Member] | Minimum [Member] | |||
Risk-free interest rate | 0.27% | 1.37% | |
Expected stock volatility | 73.00% | 70.90% | |
Mymd Pharmaceuticals Inc. [Member] | Maximum [Member] | |||
Risk-free interest rate | 1.43% | 2.42% | |
Expected stock volatility | 75.80% | 72.40% |
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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://fasb.org/us-gaap/role/ref/legacyRef
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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://fasb.org/us-gaap/role/ref/legacyRef
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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://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Price of a single share of a number of saleable stocks of a company. 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://fasb.org/us-gaap/role/ref/legacyRef
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