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.

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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]]

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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.

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No definition available.

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The exercise price of outstanding share options.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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The weighted average share price. [Refer: Weighted average [member]]

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Issued Capital - Summary of Inputs Used to a Black-Scholes Model Used to Obtain Fair Value of Above Share Options (Details)			12 Months Ended
	Sep. 02, 2021 $ / shares	Nov. 20, 2020 $ / shares	Jun. 30, 2022 $ / shares
Disclosure of classes of share capital [line items]
Share price at date of issue	$ 0.19
Black Scholes Model
Disclosure of classes of share capital [line items]
Share price at date of issue \| (per share)		$ 0.13	$ 0.14
Exercise price		$ 0.1687
Bionomics share volatility		89.00%
Risk free interest rate		0.30%