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Fair Value Measurements (Tables)
12 Months Ended
Dec. 31, 2020
Fair Value Measurement [Abstract]  
Disclosure of valuation techniques and inputs used in fair value measurement of Level 3 liabilities
The significant unobservable inputs used in the fair value measurements categorized within Level 3 of the fair value hierarchy, together with a quantitative sensitivity analysis as at December 31, 2020 are shown below:
Valuation techniqueSignificant unobservable InputsInputSensitivity of the input to fair value
Conversion Option – Deferred PaymentMonte-CarloVolatility of share price48%
Absolute value increase of 5% would result in an increase in fair value by $238.