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Fair Value Measurements (Tables) | 12 Months Ended
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Dec. 31, 2021
Fair Value Measurements |
Schedule of company's assets and liabilities that are measured at fair value on a recurring basis | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | Fair Value Measured as of December 31, 2021
​ |  | Level 1 |  | Level 2 |  | Level 3 |  | Total
Assets: |  | ​ |  |  | ​ |  |  | ​ |  |  | ​ |
Cash and Investments held in Trust Account | ​ | $ | 414,111,439 | ​ | $ | — | ​ | $ | — | ​ | $ | 414,111,439
Liabilities: | ​ |  |  | ​ |  |  | ​ |  |  | ​ |  |
Derivative liabilities - public warrants | ​ | ​ | 14,076,000 | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 14,076,000
Derivative liabilities - private placement warrants | ​ | ​ | — | ​ | ​ | 7,534,400 | ​ | ​ | — | ​ | ​ | 7,534,400
Derivative liabilities - forward purchase agreement | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 2,820,000 | ​ | ​ | 2,820,000
Total liabilities | ​ | $ | 14,076,000 | ​ | $ | 7,534,400 | ​ | $ | 2,820,000 | ​ | $ | 24,430,400
​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | Fair Value Measured as of December 31, 2020
​ |  | Level 1 |  | Level 2 |  | Level 3 |  | Total
Assets: |  | ​ |  |  | ​ |  |  | ​ |  |  | ​ |
Cash and Investments held in Trust Account | ​ | $ | 414,020,525 | ​ | $ | — | ​ | $ | — | ​ | $ | 414,020,525
Liabilities: | ​ |  |  | ​ |  |  | ​ |  |  | ​ |  |
Derivative liabilities - public warrants | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 21,390,000 | ​ | ​ | 21,390,000
Derivative liabilities - private placement warrants | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 11,449,330 | ​ | ​ | 11,449,330
Derivative liabilities - forward purchase agreement | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 7,692,950 | ​ | ​ | 7,692,950
Total liabilities | ​ | $ | — | ​ | $ | — | ​ | $ | 40,532,280 | ​ | $ | 40,532,280
Schedule of key assumptions used of estimate the fair value | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | As of | ​ | As of |
​ | ​ | December 31, | ​ | December 31, |
​ |  | 2021 |  | 2022 |
Share price, used in warrant valuations | ​ | $ | 10.02 | ​ | ​ | n/a | ​
Unit price, used in forward valuation | ​ | $ | 10.54 | ​ | $ | 10.20 | ​
Exercise price, warrants | ​ | $ | 11.50 | ​ |  | n/a | ​
Exercise price, forward | ​ | $ | 10.00 | ​ | $ | 10.00 | ​
Term (in years), used in warrant valuations | ​ | ​ | 6.00 | ​ | ​ | n/a | ​
Term (in years), used in forward valuation | ​ | ​ | 0.96 | ​ | ​ | 0.25 | ​
Volatility | ​ |  | 21.00 | % |  | 15.5 | %
Risk-free interest rate, used in warrant valuations | ​ |  | 0.50 | % |  | n/a | ​
Risk-free interest rate, used in forward valuation | ​ |  | 0.10 | % |  | 1.28 | %
Expected dividends | ​ | ​ | n/a | ​ | ​ | n/a | ​
Schedule of change in the fair value of the derivative liabilities | ​
​ | ​ | ​ | ​
December 31, 2020 - Beginning of Period |  | ​ | ​
Warrant Liabilities - Public | ​ | $ | 21,390,000
Warrant Liabilities - Private | ​ |  | 11,449,330
Forward Purchase agreement | ​ |  | 7,692,950
December 31, 2020 | ​ | $ | 40,532,280
Change in fair value of warrant liabilities - Public | ​ |  | (7,314,000)
Change in fair value of warrant liabilities - Private | ​ |  | (3,914,930)
Change in fair value of forward purchase agreement | ​ |  | (4,872,950)
December 31, 2021 | ​ | $ | 24,430,400
​
​ | ​ | ​ | ​
Level 3 derivative liabilities at December 31, 2020 |  | $ | 40,532,280
Transfers from Level 3 | ​ | ​ | (32,839,330)
Change in fair value | ​ |  | (6,935,120)
Level 3 derivative liabilities at March 31, 2021 | ​ | ​ | 757,830
Change in fair value | ​ | ​ | (159,200)
Level 3 derivative liabilities at June 30, 2021 | ​ | ​ | 598,630
Change in fair value | ​ | ​ | 2,201,370
Level 3 derivative liabilities at September 30, 2021 | ​ | ​ | 2,800,000
Change in fair value | ​ | ​ | 20,000
Level 3 derivative liabilities at December 31, 2021 | ​ | $ | 2,820,000

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- Definition Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 + Details
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- Definition Tabular disclosure of assets, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, by class that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3). + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 + Details
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- Definition Tabular disclosure of the fair value measurement of liabilities using significant unobservable inputs (Level 3), a reconciliation of the beginning and ending balances, separately presenting changes attributable to the following: (1) total gains or losses for the period (realized and unrealized), segregating those gains or losses included in earnings (or changes in net assets), and gains or losses recognized in other comprehensive income (loss) and a description of where those gains or losses included in earnings (or changes in net assets) are reported in the statement of income (or activities); (2) purchases, sales, issues, and settlements (each type disclosed separately); and (3) transfers in and transfers out of Level 3 (for example, transfers due to changes in the observability of significant inputs) by class of liability. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19279-110258 + Details
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