text: The following table provides the fair value of options granted during 2000, 1999 and 1998 together with a description of the assumptions 
  used to calculate the fair value using the Black-Scholes pricing model: 
  
  Year ended December 31, 
  1 9 9 9 
  2 0 0 0  1 9 9 8 
  
  Expected volatility 
  Average risk–free rate 
  Average expected lives 
  Weighted–average fair value (per share )  8 2 . 0 % 
  7 . 2 1 % 
  5 years 
  5 . 2 7.  1 0 0 % 
  6 . 6 1 % 
  5 years 
  1 . 7 1.  1 0 0 % 
  8 . 8 0 % 
  5 years 
  3 . 5 1.  $  $  $ 