XML 48 R36.htm IDEA: XBRL DOCUMENT v3.22.0.1
Fair Value - Fair value of warrant liability (Details) - Level 3 - Warrant Liability - Valuation Technique, Option Pricing Model
Aug. 24, 2021
Y
Expected volatility  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average significant input for fair value measurement 46.24
Risk free interest rates  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average significant input for fair value measurement 0.23
Expected term (in years)  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average significant input for fair value measurement 2.00
Annual dividend yield  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Weighted average significant input for fair value measurement 0.89