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v3.21.2

Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details) - Level 3 | Sep. 30, 2021 Y | Jun. 30, 2021 Y | Mar. 31, 2021 Y | Dec. 31, 2020 Y
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Share price. | Warrant |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input |  |  |  | 10.02
Share price. | Forward |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input | 10.20 | 10.04 | 10.05 | 10.54
Exercise price | Warrant |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input |  |  |  | 11.50
Exercise price | Forward |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input | 10.00 | 10.00 | 10.00 | 10.00
Term (in years) | Warrant |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input |  |  |  | 6.00
Term (in years) | Forward |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input | 0.25 | 0.46 | 0.71 | 0.96
Volatility |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input |  |  |  | 21.00
Risk-free interest rate | Warrant |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input |  |  |  | 0.50
Risk-free interest rate | Forward |  |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |  |
Derivative Liability, Measurement Input | 0.04 | 0.06 | 0.06 | 0.10

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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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