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Warrants (Tables)
9 Months Ended
Sep. 30, 2022
Equity [Abstract]  
Schedule of Fair Value Measurement Inputs
The redeemable convertible preferred stock warrants were valued using the following assumptions under the Black-Scholes option-pricing model:
Initial Issuance
Date
Subsequent
Issuance Date
December 31,
2020
February 11,
2021
March 11,
2021
Stock price$5.80 $5.80 $7.11 $10.27 $8.44 
Expected term (years)10.009.312.002.002.00
Expected volatility57.81 %57.35 %76.00 %76.00 %76.00 %
Risk-free interest rate3.06 %1.75 %0.13 %0.13 %0.13 %
Dividend yield%%%%%
The Private Placement warrants were valued using the following assumptions under the Black-Scholes option-pricing model:
September 30, 2021December 31, 2021September 30, 2022
Stock price$7.32 $5.20 $0.96 
Exercise price of warrant11.511.511.5
Expected term (years)4.444.193.44
Expected volatility46.00 %57.00 %69.24 %
Risk-free interest rate0.90 %1.14 %4.21 %