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Derivative Financial Instruments (Tables) | 12 Months Ended
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Dec. 31, 2019
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Disclosure of detailed information about derivative instruments | As at December 31, 2019, the Company had in place USD:BRL put and call options (the “Collars”) with the following notional amounts, weighted average rates and maturity dates:
Dates |  |  | USD notional amount |  |  |  | Call options’ weighted average USD:BRL rates |  |  |  | Put options’ weighted average USD:BRL rates |
January 1 – December 31, 2020 |  | $ | 84,200 |  |  |  | 4.03 |  |  |  | 4.39 |
January 1 – April 30, 2021 |  |  | 19,100 |  |  |  | 4.07 |  |  |  | 4.51 |
Total |  | $ | 103,300 |  |  |  | 4.03 |  |  |  | 4.41 |
Detailed Information About Fair Value Adjustment And Activities In Traded Warrant Liabilities | The fair value of the warrants is determined using the Black Scholes option pricing model at the period-end date or the market price on the TSX for warrants that are trading.
Balance – December 31, 2017 |  | $ | 37,784 |
Warrants issued |  |  | 336 |
Warrants exercised |  |  | (257 | )
Change in fair value |  |  | (19,002 | )
Balance – December 31, 2018 |  |  | 18,861 |
Warrants exercised |  |  | (868 | )
Change in fair value |  |  | 38,153 |
Balance – December 31, 2019 |  | $ | 56,146 |
Detailed Information About Weighted Average Assumptions of Non-traded Warrants | The fair value of non-traded warrants was calculated with the following weighted average assumptions:
|  | December 31, 2019 |  | December 31, 2018 |
Risk-free rate |  | 1.7% |  |  | 1.9% |
Warrant expected life |  | 1.2 years |  |  | 2.2 years |
Expected volatility |  | 45.1% |  |  | 46.2% |
Expected dividend |  | 0.0% |  |  | 0.0% |
Share price (C$) |  | $10.16 |  |  | $5.25 |

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