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Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details) - Level 3 | Dec. 31, 2021 yr
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Option term (in years) |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |
Fair value measurements inputs at their measurement | 5.09
Fair value measurements inputs used by the estimated fair value of warrants | 0.09
Stock price |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |
Fair value measurements inputs at their measurement | 9.95
Fair value measurements inputs used by the estimated fair value of warrants | 1.84
Volatility |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |
Fair value measurements inputs at their measurement | 24.2
Fair value measurements inputs used by the estimated fair value of warrants | 72.1
Risk-free interest rate |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |
Fair value measurements inputs at their measurement | 1.26
Fair value measurements inputs used by the estimated fair value of warrants | 0.06
Expected dividends |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |
Fair value measurements inputs at their measurement | 0.00
Fair value measurements inputs used by the estimated fair value of warrants | 0.00

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- Definition Value of input used to measure debt instrument, including, but not limited to, convertible and non-convertible debt. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb)(2) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 + Details
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- Definition Value of input used to measure derivative liability. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb)(2) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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