Significant assumptions used in determining the fair value of the derivative warrant liabilities at December 31, 2021 are as follows: (Details) - $ / shares |
12 Months Ended | |
|---|---|---|
Dec. 31, 2021 |
Dec. 31, 2020 |
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| IfrsStatementLineItems [Line Items] | ||
| Share price | $ 4.77 | |
| Risk-free interest rate | 0.33% | |
| Expected volatility | 100.00% | |
| Derivative Warrant Liabilities [Member] | ||
| IfrsStatementLineItems [Line Items] | ||
| Share price | $ 2.05 | |
| Risk-free interest rate | 1.23% | |
| Dividend yield | 0.00% | |
| Expected volatility | 100.00% | |
| Remaining term (in years) | 4 years 9 months 18 days | |
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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 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 The exercise price of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- References No definition available.
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- Details
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