EQUITY - Stock options using the Black-Scholes option pricing model and used the assumptions (Details) |
12 Months Ended | |
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Dec. 31, 2021 |
Dec. 31, 2020 |
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| Risk-free interest rate | 0.73% | 0.13% |
| Expected volatility | 66.00% | 42.00% |
| Expected dividends | 0.00% | 0.00% |
| Minimum | ||
| EQUITY | ||
| Contractual term (years) | 1 | |
| Maximum | ||
| EQUITY | ||
| Contractual term (years) | 3 | |
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- Definition The expected volatility of the share price used to calculate the fair value of the share options granted. Expected volatility is a measure of the amount by which a price is expected to fluctuate during a period. The measure of volatility used in option pricing models is the annualised standard deviation of the continuously compounded rates of return on the share over a period of time. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The option life of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The implied yield currently available on zero-coupon government issues of the country in whose currency the exercise price for share options granted is expressed, with a remaining term equal to the expected term of the option being valued (based on the option's remaining contractual life and taking into account the effects of expected early exercise). [Refer: Government [member]] Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Line items represent concepts included in a table. These concepts are used to disclose reportable information associated with members defined in one or many axes of the table. No definition available.
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- Definition The percentage of an expected dividend used to calculate the fair value of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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