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Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2022
Fair Value Measurements  
Schedule of assets and liabilities that are measured at fair value on a recurring basis

June 30, 2022:

    

Quoted Prices in

    

Significant Other

    

Significant Other

Active Markets

Observable Inputs

Unobservable Inputs

    

Level

    

(Level 1)

    

(Level 2)

    

(Level 3)

Assets:

 

  

 

  

 

  

 

  

U.S. Treasury Securities

 

1

$

352,384,530

 

 

Warrant Liability- Private Placement Warrants

 

3

 

 

 

166,750

December 31, 2021:

    

    

Quoted Prices in

    

Significant Other

    

Significant Other

Active Markets

Observable Inputs

Unobservable Inputs

Level

(Level 1)

(Level 2)

(Level 3)

Assets:

 

  

 

  

 

  

 

  

U.S. Treasury Securities

 

1

$

351,915,805

 

 

Warrant Liability- Private Placement Warrants

 

3

 

 

 

420,500

Schedule of quantitative information regarding Level 3 fair value measurements

    

At June 30, 2022

    

At December 31, 2021

    

Share Price

$

10.01

$

9.78

Exercise Price

$

11.50

$

11.50

Term (years)

 

5.35

 

5.85

Industry Volatility

 

2.00

%  

 

9.7

%  

Risk Free Rate

 

2.97

%  

 

1.33

%  

Dividend Yield

 

0.00

%  

 

0.00

%