Share-Based Compensation - weighted average assumptions used in the Black-Scholes-Merton option-pricing model (Details)		6 Months Ended	12 Months Ended
Nov. 12, 2021	Jun. 30, 2022	Jun. 30, 2021	Dec. 31, 2021	Dec. 31, 2020
Stock options
Valuation assumptions:
Expected dividend yield		0.00%	0.00%	0.00%	0.00%
Expected volatility, minimum		35.00%	38.60%	35.00%	35.00%
Expected volatility, maximum		45.00%	40.20%	40.20%	40.20%
Risk-free interest rate, minimum		2.33%	0.76%	0.76%	0.51%
Risk-free interest rate, maximum		2.84%	1.12%	1.30%	2.62%
Expected term (years)			7 years	7 years	7 years
Employees Earnout Shares
Valuation assumptions:
Expected dividend yield	0.00%
Expected volatility	35.00%
Risk-free interest rate	0.85%

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

No definition available.

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The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

No definition available.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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No definition available.

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- Definition

The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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