Share Capital - Disclosure of Fair Value of Options Granted Using Black-Scholes Option Pricing Model (Details)	12 Months Ended
Dec. 31, 2021 Year $ / shares	Dec. 31, 2020 Year $ / shares
Disclosure of classes of share capital [abstract]
Expected forfeiture rate	0.00%	0.00%
Expected volatility	0.00%	71.88%
Expected life in years \| Year	0	5.00
Weighted average fair value of each option \| $ / shares	$ 0	$ 2.27

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 option life of share options granted.

+ References

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- References

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- Definition

The weighted average share price used as input to the option pricing model to calculate the fair value of share options granted. [Refer: Option pricing model [member]; Weighted average [member]]

+ References

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- Definition

Expected forfeiture rate.

+ References

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