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Preferred stock warrants (Tables)
6 Months Ended
Jun. 30, 2022
Preferred stock warrants  
Schedule of information about weighted average of the unobservable inputs used to fair value the preferred stock warrant liability

The table below quantifies the weighted average of the unobservable inputs used to fair value the preferred stock warrant liability as of June 30, 2021, prior to their conversion into common stock warrants:

    

Three Months Ended June 30, 

    

Six Months Ended June 30, 

    

2021

    

    

2021

Fair value of Series A1 preferred stock

$

2.51

$

2.52

Fair value of Series B1 preferred stock

$

2.88

$

2.89

Fair value of Series C1 preferred stock

$

2.95

$

2.96

Remaining contractual term (in years)

 

6.7

 

6.8

Risk-free interest rate

 

1.1

%  

 

1.2

%  

Expected dividend yield

 

%  

 

%  

Expected volatility

 

42.2

%  

 

41.9

%  

Schedule of information provides a rollforward of the aggregate fair values of the Company's preferred stock warrant liability

    

Three Months Ended June 30,

    

Six Months Ended June 30, 

    

2021

    

2021

Balance, beginning of period

$

15,565

$

4,117

Change in fair value

 

35

 

11,483

Balance, end of period

$

15,600

$

15,600