Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurement - Option Model (Details)

v3.21.2
Fair Value Measurement - Option Model (Details)
9 Months Ended
Sep. 30, 2021
USD ($)
Y
Mar. 31, 2021
Feb. 23, 2021
USD ($)
Y
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Expected term 1 year    
Contractual term 5 years    
Volatility      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 15.00   20
Risk-free interest rate      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 1.11   0.8
Warrant exercise price      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 11.50   11.50
Expected Term      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input | Y 5.75   6
Dividend yield      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input   0  
Public Warrants      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Warrant liabilities at (inception) $ 6,800,000   $ 11,200,000
Private Placement Warrants      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Warrant liabilities at (inception) $ 5,900,000   $ 9,700,000
Convertible Promissory Note | Level 3      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 15.00    
Warrant liabilities at (inception) $ 779,648    
Convertible Promissory Note | Risk-free interest rate | Level 3      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 0.07    
Convertible Promissory Note | Warrant exercise price | Level 3      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 1.50    
Convertible Promissory Note | Expected Term | Level 3      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 0.75    
Convertible Promissory Note | Stock Price | Level 3      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 9.75    
Convertible Promissory Note | Probability of transaction | Level 3      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 75.0