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Derivative Liabilities (Tables)
12 Months Ended
Dec. 31, 2021
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of significant unobservable inputs used in the discounted cash flow were a discount rate of approximately 20% and a probability of a Public Transaction occurring of 56%
Volatility  40%
Risk-free interest rate  0.09% – 0.16%
Dividend yield  0.00%
Expected term (years)  0.75 – 1.75
Forfeiture rate  0.00%

 

Schedule of significant unobservable inputs used in the discounted cash flow were a discount rate of approximately 20% and a probability of a Public Transaction occurring of 56%
Volatility  40%
Risk-free interest rate  0.09% – 0.16%
Dividend yield  0.00%
Expected term (years)  0.66 – 1.75
Forfeiture rate  0.00%