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Stock-Based Compensation (Tables)

3 Months Ended

Mar. 31, 2021

Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]

Summary of Assumptions to Determine Estimated Fair Value of Converted Stock Options

The following table presents the ranges and weighted-averages of assumptions used in the Black-Scholes Model to determine the estimated fair value of the converted stock options from the Bay Banks Merger.

		As of January 31, 2021
		Range			Weighted-average
Risk free interest rate (U.S. Treasury)		0.06% - 0.45%			0.32%
Expected term (years)		0.14 - 5.00			3.89
Expected volatility		21.2% - 38.2%			32.8%
Expected dividend yield		2.85%			2.85%

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- Definition

Tabular disclosure of the significant assumptions used during the year to estimate the fair value of stock options, including, but not limited to: (a) expected term of share options and similar instruments, (b) expected volatility of the entity's shares, (c) expected dividends, (d) risk-free rate(s), and (e) discount for post-vesting restrictions.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)
-URI http://asc.fasb.org/extlink&oid=120381028&loc=d3e5070-113901

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