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Variables Used in Black-Scholes Option Pricing Model to Determine Estimated Grant Date Fair Value for Options Granted (Detail) (Long Term Incentive Plan, Two Thousand Nine and Nineteen Ninety Nine)
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12 Months Ended | ||
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Dec. 31, 2012
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Dec. 31, 2011
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Dec. 31, 2010
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| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |||
| Expected volatility | 59.00% | ||
| Expected volatility, minimum | 58.00% | 60.00% | |
| Expected volatility, maximum | 61.00% | 62.00% | |
| Weighted-average volatility | 59.00% | 59.00% | 61.00% |
| Expected term (in years) | 7 years 1 month 6 days | ||
| Risk-free rate | 1.36% | 1.50% | 1.25% |
| Risk-free rate | 1.61% | 3.13% | 3.13% |
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Minimum
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| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |||
| Expected dividends | 2.80% | 1.70% | |
| Expected term (in years) | 7 years 1 month 6 days | 5 years | |
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Maximum
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| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |||
| Expected dividends | 4.20% | 2.40% | |
| Expected term (in years) | 9 years 3 months 18 days | 6 years 8 months 12 days | |
| X | ||||||||||
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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
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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- 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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| X | ||||||||||
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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
The range of expected volatilities used and the weighted-average expected volatility for an entity using a valuation technique with different volatilities during the contractual term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Details
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