SHARE CAPITAL - Assumptions Used (Details) |
9 Months Ended | 12 Months Ended | ||
|---|---|---|---|---|
Sep. 30, 2021 |
Sep. 30, 2020 |
Dec. 31, 2020 |
Dec. 31, 2019 |
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| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | ||||
| Expected life (in years) | 5 years | 5 years | 5 years | 5 years |
| Risk-free interest rate | 0.40% | 3.00% | 2.00% | |
| Dividend yield | 0.00% | 0.00% | ||
| Expected volatility | 91.00% | 107.00% | 100.00% | |
| Consultant [Member] | ||||
| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | ||||
| Expected life (in years) | 1 year 9 months 18 days | 2 years 9 months 18 days | ||
| Risk-free interest rate | 0.10% | 1.70% | ||
| Dividend yield | 0.00% | 0.00% | ||
| Expected volatility | 100.00% | 170.00% | ||
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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 Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. 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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- Details
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