Notes to the consolidated financial statements | Note 23

23. SHARE-BASED PAYMENTS
Bidcorp’s management share incentive plans comprise the Bidvest Incentive Scheme (BIS) and the Bidvest Conditional Share Plan (CSP), collectively referred to as the “Existing Share Plans”.

As a result of unbundling of Bidcorp from The Bidvest Group Limited, measures were taken with regard to the Existing Share Plans in order to ensure the equitable and fair treatment of employees who are participants (participants) under the Existing Share Plans and who remain employed with the group post the unbundling from The Bidvest Group Limited.

The BIS
BIS participants were granted share options (options) that vest in tranches after three years (50%), four years (25%) and five years (25%). Options not exercised within a 10-year period following the award date lapse. The scheme has been classified as an equity-settled scheme, and therefore an equity-settled share-based payment reserve has been recognised.

The terms and conditions of the options are:

Option holders are only entitled to exercise their options if they are in the employment of the Bidcorp Group in accordance with the terms of the BIS, unless otherwise recommended by the remuneration committee. To ensure that participants were fairly and reasonably treated on the unbundling of Bidcorp, participants of the BIS who were granted options in terms of the BIS and who have not exercised their options at the unbundling date, will exchange each one of their existing Bidvest Group Limited options for a replacement right over one Bidcorp share and one Bidvest share. The original option price was not adjusted, but on exercise of the replacement right, the original option price is deducted from the combined value of Bidcorp shares and Bidvest shares. The vesting date and lapse dates of the replacement rights are the same as that of the original options.

The number and weighted average exercise prices of share options granted to staff are:

  2016   2015  
  Number    Average 
price 
  Number    Average 
price 
 
Beginning of year 2 364 875     205,36     2 298 750     182,07    
Granted  688 000     301,54     501 500     250,73    
Transfer as a result of unbundling  985 845     193,00     –     –    
Lapsed  (106 015)    210,07     (5 000)    134,56    
Exercised  (799 480)    160,51     (430 375)    134,64    
End of year  3 133 225     233,88     2 364 875     205,36    
The options outstanding at June 30 2016 have an exercise price in the range of R135,00 to R301,54 (2015: R135,00 to R250,73) and a weighted average contractual life of 4,4 to 9,5 years (2015: 5,4 to 9,4 years).                         
Share options outstanding at June 30 by year of grant are:                         
2011  67 050     135,00     100 625     135,00    
2012  423 125     134,56     536 750     134,56    
2013  479 250     208,91     598 000     208,91    
2014  834 500     237,54     628 000     237,54    
2015  641 300     250,73     501 500     250,73    
2016  688 000     301,54     –     –    
   3 133 225     233,88     2 364 875     205,36   

The fair value of services received in return for options awarded is measured based on a binomial model. The contractual life of the option is used as an input into this model.

The fair value of the shares allotted during the current year and the assumptions used are:

  2016   2015  
Fair value at measurement date (rand) 86,12   82,37  
Exercise price (rand) 301,74   250,73  
Expected volatility (%) 23,78   21,01  
Option life (years) 4,00 – 6,00   4,00 – 6,00  
Distribution yield (%) 3,06   2,78  
Risk-free interest rate (based on national government bonds) (%) 9,21   7,70  

The volatility is based on the recent historic volatility of The Bidvest Group Limited share.

Conditional share plan
A conditional share plan, which awards executives of Bidcorp a conditional right to receive shares in Bidcorp free of any cost. Conditional awards granted are subject to performance conditions measured over a three-year performance period. Subject to the achievement of the performance conditions, 75% of the conditional awards vest after year three, and the remaining 25% after year four. Due to the unbundling, the 2015 awards for executive directors were restructured into replacement CSPs over Bidcorp shares. As it is anticipated that the participants will receive shares in settlement of their awards, a share-based payment reserve has been recognised. These share awards do not carry voting rights attributable to ordinary shareholders.

The fair value of services received in return for the conditional share awards has been determined by multiplying the number of conditional share awards expected to vest, by the share price at the date of the award discounted by anticipated future distribution flows. A total of 86 528 of the 124 000 shares are expected to vest, taking into account the performance of the group to date and forecasts to the end of the performance period, against the targets set at the time of the award. The average discounted share price used in the calculation of the share-based payment charge on the conditional share awards allotted during the year is R273,91 per share. These awards will vest in the next three years, where the executive will receive these awards in shares.

A total of 34 816 (2015: 5 348) conditional share awards were forfeited as a result of performance conditions not being met.

The number of conditional share awards in terms of the conditional share award scheme are:

  2016 
Number 
  2015 
Number 
 
Beginning of year 151 163     190 000    
Allotted during the year  35 000     37 500    
Transfer as a result of unbundling  89 000     –    
Awarded during the year  (47 930)    (70 989)   
Vesting arising out of unbundling  (68 417)    –    
Forfeited during the year  (34 816)    (5 348)   
End of year  124 000     151 163    

Notes to the consolidated financial statements | Note 23