Stock-Based Compensation - Stock Options and Appreciation Rights, Assumptions (Details) - Stock options - $ / shares |
3 Months Ended | 6 Months Ended | ||
|---|---|---|---|---|
Jun. 30, 2025 |
Jun. 30, 2024 |
Jun. 30, 2025 |
Jun. 30, 2024 |
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| Fair Value | ||||
| Weighted average Black-Scholes fair value of stop options and SARs granted (in usd per share) | $ 5.65 | $ 14.13 | $ 5.60 | $ 5.86 |
| Risk-free interest rate, minimum | 3.70% | 3.70% | ||
| Risk-free interest rate, maximum | 4.10% | 4.10% | ||
| Risk-free interest rate | 4.30% | 4.30% | ||
| Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% |
| Volatility, minimum | 98.10% | 121.80% | 98.10% | 114.30% |
| Volatility, maximum | 121.70% | 121.70% | 121.80% | |
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| Fair Value | ||||
| Expected term (in years) | 3 years 9 months 18 days | 6 years 3 months 18 days | 3 years 9 months 18 days | 3 years 10 months 24 days |
| Maximum | ||||
| Fair Value | ||||
| Expected term (in years) | 6 years 6 months | 6 years 6 months | 6 years 3 months 18 days | |
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- References No definition available.
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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/disclosureRef
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- Definition The estimated measure of the maximum 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 estimated measure of the minimum 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 The maximum 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 The minimum 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 The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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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