Common Stock Warrant Liability (Tables)

12 Months Ended

Dec. 31, 2021

Warrants And Rights Note Disclosure [Abstract]

Schedule of assumptions used to determine the fair value of warrant

The following table presents the assumptions used in the DCF and MCS calculations to determine the fair value of the Series W warrant:

	Year ended December 31, 2020
Terminal value—exit multiple	7.0
Weighted average cost of capital discount rate	22.0%
Expected life (in years)	0.25 year
Risk-free interest rate	0.9%
Expected volatility	56.9%