Stock-based compensation - Black-Scholes Model Stock Options (Details) - $ / shares	12 Months Ended
Dec. 31, 2022	Dec. 31, 2021
Disclosure of terms and conditions of share-based payment arrangement [abstract]
Expected volatility (%)	61.20%	40.00%
Risk-free interest rate (%)	1.40%	0.40%
Expected life of stock options (years)	4 years	4 years
Share price at grant (US$) (in dollars per share)	$ 17.39	$ 20.00

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
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-IssueDate 2022-03-24
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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]]

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The exercise price of share options granted.

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The weighted average remaining contractual life of outstanding share options. [Refer: Weighted average [member]]

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 2
-IssueDate 2022-03-24
-Paragraph 45
-Subparagraph d
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-URIDate 2022-03-24

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