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Share-based payments - Summary of Options Granted Priced Using Black Scholes for SARs, Tandem Awards, Converted Options, Matching Stock Options and Monte Carlo Option Pricing Model (Detail) - Additional Grants Under 2020 Plan [Member]	Jun. 30, 2022 yr $ / shares	Jun. 14, 2022 yr $ / shares	Mar. 29, 2022 yr $ / shares	Mar. 22, 2022 yr $ / shares
Disclosure of terms and conditions of share-based payment arrangement [line items]
Exercise price	$ 8.71	$ 7.94	$ 8.15	$ 7.4
Underlying share price	$ 8.71	$ 7.94	$ 8.15	$ 7.4
Volatility	82.17%	82.57%	81.58%	81.75%
Time period (years) | yr	6.08	5.58	6.11	6.11
Risk free rate	3.00%	3.57%	2.48%	2.39%
Dividend yield	0.00%	0.00%	0.00%	0.00%

X

- Definition

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.

+ References

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The option life of share options granted.

+ References

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The implied yield currently available on zero-coupon government issues of the country in whose currency the exercise price for share options granted is expressed, with a remaining term equal to the expected term of the option being valued (based on the option's remaining contractual life and taking into account the effects of expected early exercise). [Refer: Government [member]]

+ References

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

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No definition available.

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The exercise price of share options granted.

+ References

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The percentage of an expected dividend used to calculate the fair value of share options granted.

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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]]

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