Name:	bll_AociLossCashFlowHedgeCumulativeGainLossAfterTax
Namespace Prefix:	bll_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

Represents the change in stock price of the entity's shares.

No definition available.

Name:	bll_ChangeInStockPricePerShare
Namespace Prefix:	bll_
Data Type:	num:perShareItemType
Balance Type:	na
Period Type:	duration

Represents the amount of collateral posted for derivative contracts when the negative mark to fair value of the contracts exceeds specified levels.

No definition available.

Name:	bll_DerivativeContractsCollateralAmountPosted
Namespace Prefix:	bll_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

The estimated amount of gains or losses, net of tax, on derivative instruments included in AOCI as of the reporting date.

No definition available.

Name:	bll_DerivativeGainLossIncludedInAccumulationOtherComprehensiveIncomeNet
Namespace Prefix:	bll_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

Aggregate notional amount of derivative expressed in number of shares.

No definition available.

Name:	bll_DerivativeNonmonetaryNotionalAmountShares
Namespace Prefix:	bll_
Data Type:	xbrli:sharesItemType
Balance Type:	na
Period Type:	duration

The fair value of swap hedges.

No definition available.

Name:	bll_FairValueHedgeSwapFairValue
Namespace Prefix:	bll_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

Represents the number of methods through which the entity manages commodity price risk.

No definition available.

Name:	bll_NumberOfMethodsUsedToManageCommodityPriceRisk
Namespace Prefix:	bll_
Data Type:	xbrli:integerItemType
Balance Type:	na
Period Type:	instant

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

Name:	invest_DerivativeNotionalAmount
Namespace Prefix:	invest_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

Name:	us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

No definition available.

Name:	us-gaap_DerivativeAmountOfHedgedItem
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

No definition available.

Name:	us-gaap_DerivativeLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624258-113959

Name:	us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

No definition available.

Name:	us-gaap_DerivativeRemainingMaturity1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CommodityContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Name:	us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Name:	us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Name:	us-gaap_RangeAxis=us-gaap_MaximumMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Name:	us-gaap_DerivativeInstrumentRiskAxis=bll_InterestRateSwapAndOptionContractsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Name:	us-gaap_DerivativeInstrumentRiskAxis=bll_ForeignExchangeForwardAndOptionCollarContractsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CurrencySwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: