XML 48 R37.htm IDEA: XBRL DOCUMENT v3.21.1
Recurring Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details)
Mar. 31, 2021
Y
$ / shares
Feb. 11, 2021
Y
$ / shares
Risk-free interest rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Warrant and Rights Outstanding, Measurement Input 0.92 0.46
Expected term (years)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Warrant and Rights Outstanding, Measurement Input | Y 5.0 5.0
Expected volatility    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Warrant and Rights Outstanding, Measurement Input 15.0 23.0
Acquisition probability    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Warrant and Rights Outstanding, Measurement Input 80 80
Exercise price    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Warrant and Rights Outstanding, Measurement Input | $ / shares 11.50 11.50