The assumptions used in the Black-Scholes pricing model for the periods ended September 30, 2021 and 2020 are set forth in the following table: (Details)	9 Months Ended
Sep. 30, 2021	Sep. 30, 2020
Equity:
Weighted average expected stock-price volatility	25.00%	25.00%
Weighted average expected option life	5 years	5 years
Weighted average risk-free interest rate	0.40%	1.40%
Weighted average dividend yield	1.60%	2.50%

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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