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Share price volatility.

No definition available.

Name:	agro3_SharePriceVolatility
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Share options granted.

No definition available.

Name:	agro3_shareIOptionsGrantedDate
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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.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 2
-IssueDate 2025-01-01
-Paragraph 47
-Subparagraph a
-Clause i
-URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=2&code=ifrs-tx-2025-en-r&anchor=para_47_a_i&doctype=Standard
-URIDate 2025-03-27

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The description of inputs to option pricing model for share options granted that the entity does not disclose separately. [Refer: Option pricing model [member]]

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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.

Name:	ifrs-full_ExercisePriceShareOptionsGranted2019
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Data Type:	dtr-2022:perShareItemType
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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]]