Share-based compensation - Inputs into black scholes model (Details) - £ / shares |
12 Months Ended | |
|---|---|---|
Sep. 30, 2021 |
Sep. 30, 2020 |
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| Share-based compensation | ||
| Weighted average share price (£) | £ 3.30 | £ 3.30 |
| Weighted average exercise price (£) | £ 0.0001 | £ 0.0001 |
| Expected volatility | 50.00% | 50.00% |
| Risk-free rate | 0.10% | 0.10% |
| Expected 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 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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- References No definition available.
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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 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]] Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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