Warrant Liabilities - Summary of Fair Value of Warrant Liabilities Measured Using Black-Scholes Model (Details) |
Feb. 28, 2021
yr
$ / shares
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Nov. 10, 2020
yr
$ / shares
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|---|---|---|
| Warrant Liabilities [Abstract] | ||
| Exercise price | $ 15.00 | $ 15.00 |
| Stock price | $ 7.13 | $ 12.15 |
| Expected life (years) | yr | 4.70 | 5.00 |
| Volatility | 42.03% | 40.97% |
| Risk-free interest rate | 0.68% | 0.46% |
| Dividend yield | 0.00% | 0.00% |
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- 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. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The option life of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition 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]] Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The exercise price of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The percentage of an expected dividend used to calculate the fair value of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Stock price share options granted. No definition available.
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- Definition Warrant liabilities. No definition available.
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