XML 77 R67.htm IDEA: XBRL DOCUMENT v3.21.4
Warrants (Tables)
9 Months Ended
Sep. 30, 2021
Warrants [Abstract]  
Schedule of under the Monte Carlo Model that assumes optimal exercise of the Company’s redemption option
 

July 23,
2021

 

September 30,
2021

Market price of public stock

 

$

10.00

 

 

$

8.22

 

Exercise price

 

$

11.50

 

 

$

11.50

 

Expected term (years)

 

 

5.00

 

 

 

4.82

 

Volatility

 

 

54.14

%

 

 

52.80

%

Risk-free interest rate

 

 

0.72

%

 

 

0.94

%

Dividend rate

 

 

0.00

%

 

 

0.00

%