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Warrants (Tables)
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Equity [Abstract]    
Warrants Outstanding, Fair Value Measurement Inputs
The following table provides quantitative information regarding the Private Placement Warrants Level 3 fair value inputs for the following measurement dates:
As of
March 31,
2022
December 31,
2021
Exercise price$11.50 $11.50 
Stock price$7.30 $8.04 
Option term (in years)4.755.00
Volatility38.1 %32.5 %
Risk-free interest rate2.42 %1.26 %
The following table provides quantitative information regarding Level 3 fair value measurements inputs at their measurement dates:
As of
December 31,
2021
Exercise price$11.50 
Stock price$8.04 
Option term (in years)5.00
Volatility33 %
Risk-free interest rate1.26 %