Pieris Pharmaceuticals, Inc. Annual report pursuant to Section 13 and 15(d)

Annual report pursuant to Section 13 and 15(d)

Cover
- Document and Entity Information
Financial Statements
Notes to Financial Statements
Accounting Policies
- Summary of Significant Accounting Policies (Policies)
Notes Tables
Notes Details

Stock and Employee Benefit Plans - Fair Value Assumptions (Details)

v3.20.1

Stock and Employee Benefit Plans - Fair Value Assumptions (Details)	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018
Stock Options
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk free interest rate, minimum (as a percent)	1.41%	2.40%
Risk free interest rate, maximum (as a percent)	2.60%	3.06%
Dividend yield (as a percent)	0.00%	0.00%
Expected volatility, minimum (as a percent)	81.70%	77.10%
Expected volatility, maximum (as a percent)	81.80%	80.50%
Stock Options \| Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (in years)	5 years	4 years 9 months
Stock Options \| Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (in years)	5 years 8 months 23 days	5 years 8 months 23 days
Employee Stock
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk free interest rate (as a percent)	1.61%	2.48%
Expected term (in years)	6 months	6 months
Dividend yield (as a percent)	0.00%	0.00%
Expected volatility (as a percent)	78.10%	57.57%

- 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.

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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.

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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.

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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.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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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.

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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.

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