XML 69 R54.htm IDEA: XBRL DOCUMENT v3.24.3
Fair Value Measurements - Schedule of Black-Scholes Option Pricing Model Assumptions (Details)
$ in Thousands
Sep. 30, 2024
USD ($)
Sep. 11, 2024
USD ($)
Feb. 29, 2024
Dec. 31, 2023
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value of warrants $ 25,102     $ 27,781
SBG Public Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Warrants expiration period 5 years      
Fair value of warrants $ 6     61
Series A Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value of warrants 20,616     $ 27,685
Series B Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value of warrants $ 4,477      
Titan Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Warrants expiration period 5 years      
Fair value of warrants   $ 382    
OWLT stock price | Redeemable Common Stock        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Temporary equity, measurement input   4.35    
OWLT stock price | SBG Public Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 4.49     5.28
OWLT stock price | Series A Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 4.49     5.28
OWLT stock price | Series B Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 4.49   5.68  
OWLT stock price | Titan Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input   4.35    
Put price | Redeemable Common Stock        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Temporary equity, measurement input   8.40    
Exercise price of warrants | SBG Public Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 161.00     161.00
Exercise price of warrants | Series A Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 4.66     4.66
Exercise price of warrants | Series B Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 7.71   7.71  
Exercise price of warrants | Titan Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input   4.63    
Term in years | Redeemable Common Stock        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Temporary equity, term   5 years    
Term in years | SBG Public Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Warrants expiration period 1 year 9 months 14 days     2 years 6 months 14 days
Term in years | Series A Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Warrants expiration period 3 years 4 months 17 days     4 years 1 month 17 days
Term in years | Series B Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Warrants expiration period 4 years 4 months 28 days   5 years  
Term in years | Titan Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Warrants expiration period   5 years 6 months    
Risk-free interest rate | Redeemable Common Stock        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Temporary equity, measurement input   0.0342    
Risk-free interest rate | SBG Public Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 0.0391     0.0411
Risk-free interest rate | Series A Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 0.0358     0.0391
Risk-free interest rate | Series B Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 0.0358   0.0426  
Risk-free interest rate | Titan Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input   0.0347    
Volatility | Redeemable Common Stock        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Temporary equity, measurement input   0.8500    
Volatility | SBG Public Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 0.8500     0.8500
Volatility | Series A Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 0.8500     0.8500
Volatility | Series B Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input 0.8500   0.9000  
Volatility | Titan Warrants        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Fair value measurement input   0.8500    
Credit spread | Redeemable Common Stock        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Temporary equity, measurement input   0.0927    
Present value discount | Redeemable Common Stock        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Temporary equity, measurement input   0.6349