Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurement - Option Model (Details)

v3.22.1
Fair Value Measurement - Option Model (Details)
3 Months Ended
Mar. 31, 2022
USD ($)
Y
Dec. 31, 2021
USD ($)
Sep. 08, 2021
USD ($)
Mar. 31, 2021
Feb. 23, 2021
USD ($)
Y
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Expected term 1 year        
Contractual term 5 years        
Convertible promissory note, measurement input     $ 750,000    
Warrant liabilities at (inception) $ 736,669 $ 762,850      
Volatility          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 6.15 12.50     20.00
Risk-free interest rate          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 2.41 1.35     0.80
Warrant exercise price          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 11.50 11.50     11.50
Expected Term          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 5.75 6.00     6.00
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) $ 3,200,000 $ 5,900,000     $ 11,200,000
Private Placement Warrants          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Warrant liabilities at (inception) $ 2,800,000 $ 5,000,000.0     $ 9,700,000
Convertible Promissory Note | Volatility | Level 3          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 6.15 12.50 15.00    
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 1.35 0.39 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 1.50 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 1.00 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 9.78 9.74 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 50.0 65.0 75.0