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Stock-Based Employee Compensation - Black-Scholes Option-Pricing Model Weighted Average Assumptions (Details)
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
LVSC 2004 Plan [Member]      
Black-Scholes option-pricing model, weighted average assumptions      
Weighted average volatility 26.00% 25.10% 23.80%
Expected term (in years) 6 years 3 months 18 days 5 years 6 months 5 years 6 months
Risk-free rate 2.10% 0.90% 1.30%
Expected dividend yield 0.00% 0.00% 4.60%
SCL Equity Plan [Member]      
Black-Scholes option-pricing model, weighted average assumptions      
Weighted average volatility 43.70% 0.00% 0.00%
Expected term (in years) 7 years 2 months 12 days 0 years 0 years
Risk-free rate 2.70% 0.00% 0.00%
Expected dividend yield 0.00% 0.00% 0.00%