Share-based compensation - Fair Value Assumptions (Details) - company |
6 Months Ended | |
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Jun. 30, 2016 |
Jun. 30, 2015 |
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| Assumptions used to estimate the fair values of the share options granted using the Black-Scholes option-pricing model | ||
| Expected term (in years) | 5 years | 5 years |
| Expected volatility, minimum (as a percent) | 68.00% | |
| Expected volatility (as a percent) | 60.00% | |
| Expected volatility, maximum (as a percent) | 73.00% | |
| Risk free rate, minimum (as a percent) | 0.86% | 1.03% |
| Risk free rate, maximum (as a percent) | 1.07% | 1.39% |
| Expected dividend yield (as a percent) | 0.00% | 0.00% |
| Number of companies with similar public securities, considered for expected volatility rate computation | 7 | |
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- Definition Represents information pertaining to the number of companies with similar public securities considered by the company for computation of expected volatility rate. No definition available.
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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/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 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. No definition available.
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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. No definition available.
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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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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