SHARE CAPITAL - Summary of Inputs Used in Measurement of Fair Values at Grant Date of Share Based Option Plan (Detail) |
3 Months Ended | |
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Jan. 20, 2021
USD ($)
yr
$ / shares
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Mar. 31, 2021
USD ($)
yr
$ / shares
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Disclosure of fair value measurement of equity [abstract] | ||
Exercise price | $ / shares | $ 1.00 | $ 2.21 |
Expected option life | yr | 3.0 | 3.7 |
Risk free interest rate | 0.37% | 0.45% |
Expected volatility | 151.29% | 151.29% |
Expected dividends | $ |
X | ||||||||||
- 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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X | ||||||||||
- Definition The option life of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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X | ||||||||||
- 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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X | ||||||||||
- References No definition available.
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X | ||||||||||
- Definition The exercise price of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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X | ||||||||||
- Definition The amount 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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