Share-Based Compensation - Black-Scholes Option Pricing Model (Details) - shares	3 Months Ended
Sep. 30, 2022	Mar. 31, 2022
Black-Scholes option pricing model
Number of options granted	4,837	27,077
Dividend Yield	0.79%	0.80%
Expected Volatility	40.47%	38.60%
Risk-free Interest Rate	2.87%	2.07%
Expected Term (Years)	4 years	4 years

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Gross number of share options (or share units) granted during the period.

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No definition available.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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-Name Accounting Standards Codification
-Topic 718
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