XML 62 R52.htm IDEA: XBRL DOCUMENT v3.22.1
Warrants (Tables)
 3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Warrants [Abstract]    
Schedule of optimal exercise of the Company’s redemption option at the earliest possible date  
 

July 23,
2021

  

December 31, 2021

Market price of public stock

  

$

10.00

 

  

$

5.66

 

Exercise price

  

$

11.50

 

  

$

11.50

 

Expected term (years)

  

 

5.00

 

  

 

4.57

 

Volatility

  

 

54.14

%

  

 

50.80

%

Risk-free interest rate

  

 

0.72

%

  

 

1.20

%

Dividend rate

  

 

0.00

%

  

 

0.00

%
Schedule of under the Monte Carlo Model that assumes optimal exercise of the Company’s redemption option

 

March 31,
2022

Market price of public stock

  

$

6.70

 

Exercise price

  

$

11.50

 

Expected term (years)

  

 

4.32

 

Volatility

  

 

50.41

%

Risk-free interest rate

  

 

2.41

%

Dividend rate

  

 

0.00

%