Fair Value Measurements - Level 3 fair value measurements (Details) - Level 3 |
Dec. 31, 2021 |
Dec. 31, 2020 |
|---|---|---|
| Exercise price | ||
| Derivative Liability, Measurement Input | 11.50 | 11.50 |
| IPO Price | ||
| Derivative Liability, Measurement Input | 10.00 | 10.00 |
| Implied Stock Price Range | ||
| Derivative Liability, Measurement Input | 10.03 | 10.12 |
| Volatility | ||
| Derivative Liability, Measurement Input | 20.60 | 21.0 |
| Term | ||
| Derivative Liability, Measurement Input | 5.50 | 5.70 |
| Risk-free rate | ||
| Derivative Liability, Measurement Input | 1.30 | 0.46 |
| Dividend Yield | ||
| Derivative Liability, Measurement Input | 0.0 | 0.0 |