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Stockholders' Equity (Tables)
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Stockholders' Equity Note [Abstract]    
Schedule of assumptions used in the OPM and CSE models A summary of the inputs used in valuing the derivative warrant and earnout liabilities is as follows:
June 30, 2022December 31, 2021
Derivative Warrant LiabilityFirst Tranche EarnoutSecond Tranche EarnoutDerivative Warrant LiabilityFirst Tranche EarnoutSecond Tranche Earnout
Unit price$5.06 $5.06 $5.06 $9.75 $9.75 $9.75 
Term (in years)4.37 1.36 1.75 4.87 1.87 2.87 
Volatility37.40 %45.00 %45.00 %12.80 %35.00 %35.00 %
Risk-free rate2.98 %2.95 %2.95 %1.24 %0.94 %0.94 %
Dividend yield— — — — — — 
Cost of equity— 14.00 %14.00 %— 11.14 %11.14 %
A summary of the inputs used in valuing the derivative warrant and earnout liabilities is as follows:
December 31, 2021
November 12, 2021 (Initial Measurement)
Derivative Warrant LiabilityFirst Tranche EarnoutSecond Tranche EarnoutDerivative Warrant LiabilityFirst Tranche EarnoutSecond Tranche Earnout
Unit price$9.75 $9.75 $9.75 $10.98 $10.98 $10.98 
Term (in years)4.87 1.87 2.87 5.00 2.00 3.00 
Volatility12.80 %35.00 %35.00 %19.00 %35.00 %35.00 %
Risk-free rate1.24 %0.94 %0.94 %1.24 %0.85 %0.85 %
Dividend yield0.00 %0.00 %0.00 %0.00 %0.00 %0.00 %
Cost of equity— 11.14 %11.14 %— 10.80 %10.80 %
The assumptions used in the OPM and CSE models are provided in the following tables:
Option-pricing method
Valuation date11/6/2020
Liquidity event date12/31/2024
Time to liquidity4.15 years
Total equity value (in thousands)$82,000
Annual dividend rate for common stock0.0%
Annualized volatility40.0%
Risk-free rate (continuously compounding)0.3%
Common-stock equivalent method 
Valuation date11/6/2020
Liquidity event date12/31/2024
Time to liquidity4.15 years
Total equity value (in thousands)$82,000
Value per common stock equivalent$562.06