Share-Based Compensation Plans (Details) - Schedule of share-based compensation expense for stock options using the Black-Scholes option pricing model	12 Months Ended
Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Schedule of share-based compensation expense for stock options using the Black-Scholes option pricing model [Abstract]
Dividend yield
Expected volatility	35.00%	32.70%	32.40%
Risk-free interest rate	1.85%	2.79%	2.93%
Expected life (years)	10 years	10 years	10 years

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 2021-01-01
-Paragraph 47
-Subparagraph a
-Clause i
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-URIDate 2021-03-24

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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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- Definition

The percentage of an expected dividend used to calculate the fair value of share options granted.

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