XML 39 R29.htm IDEA: XBRL DOCUMENT v3.22.1
Fair Value Measurements - Schedule of Key Inputs into the BSM Model for the Warrant Liability (Detail)
Mar. 31, 2022
yr
Dec. 31, 2021
yr
Expected term (years) [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrant Liability, Measurement Input 5.58 5.70
Expected volatility [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrant Liability, Measurement Input 4.00 10.70
Risk-free interest rate [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrant Liability, Measurement Input 2.41 1.32
Dividend yield [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrant Liability, Measurement Input 0.00 0.00