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Warrants (Tables)
3 Months Ended
Mar. 31, 2022
Warrants [Abstract]  
Summary of Quantitative Information Regarding Level 3 Fair Value Measurements
The following table provides quantitative information regarding Level 3 fair value measurements as of March 31, 2022 and December 31, 2021:
 
    
March 31, 2022
   
December 31, 2021
 
Exercise price
   $ 11.50     $ 11.50  
Share price
   $ 9.90     $ 9.93  
Volatility
     16     25
Expected life of the options to convert
     5.00       5.00  
Risk-free rate
     2.51     1.42
Dividend yield
     0.0     0.0