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Convertible Preferred Stock Warrants (Tables)
12 Months Ended
Dec. 31, 2021
Equity [Abstract]  
Schedule of Weighted Assumptions Used to Revalue Convertible Preferred Stock Warrants to Fair Value

The following scenario probability-weighted assumptions were used to revalue the convertible preferred stock warrants to fair value:

 

 

Year ended December 31,

 

 

2020

 

 

Range

 

Weighted average

Expected volatility

 

83.4% to 97.4%

 

94.6%

Risk adjusted discount factor

 

16% to 31%

 

25%

Expected life (in years)

 

0.4 to 2.0 years

 

1.1 years

Expected dividend yield

 

0.0%

 

0.0%