Name:	DNN_DisclosureOfRangeOfAssumptionsUsedInDeterminingFairValueOfOptionsGrantedLineItems
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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
-Name IFRS
-Number 2
-IssueDate 2018-01-01
-Paragraph 47
-Subparagraph a
-Clause i
-URI http://eifrs.ifrs.org/eifrs/XBRL?type=IFRS&num=2&date=2018-03-01&anchor=para_47_a_i&doctype=Standard
-URIDate 2018-03-16

Name:	ifrs-full_DescriptionOfExpectedVolatilityShareOptionsGranted
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The option life of share options granted.

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The description of inputs to option pricing model for share options granted that the entity does not disclose separately. [Refer: Option pricing model [member]]

Name:	ifrs-full_DescriptionOfOtherInputsToOptionsPricingModelShareOptionsGranted
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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]]

Name:	ifrs-full_DescriptionOfRiskFreeInterestRateShareOptionsGranted
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The percentage of an expected dividend used to calculate the fair value of share options granted.