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Share-Based Payment - Schedule of Black-Scholes Options Pricing Model (Details) - € / shares	12 Months Ended
	Dec. 31, 2024	Dec. 31, 2023	Dec. 31, 2022
Schedule of Black-Scholes Options Pricing Model [Line Items]
Dividend yield	0.00%	0.00%	0.00%
Expected volatility	0.569%	0.509%	0.405%
Risk-free interest	4.16%	4.92%	2.90%
Exercise price (in Euro per share)	€ 12.02	€ 16.11	€ 27.22
Bottom of range [member]
Schedule of Black-Scholes Options Pricing Model [Line Items]
Expected life (in years)	2	2	2
Top of range [member]
Schedule of Black-Scholes Options Pricing Model [Line Items]
Expected life (in years)	3	3	3

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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.

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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]]

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The exercise price of share options granted.

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

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