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Share warrant obligations (Tables)
6 Months Ended
Jun. 30, 2022
Share warrant obligations  
Schedule of fair value of warrants

    

December 31, 2021

    

June 30, 2022

Risk free rate

 

forward USD overnight index swap (OIS) rates (curve 42)

 

forward USD overnight index swap (OIS) rates (curve 42)

Volatility

 

forward implied volatility rates based on volatilities of publicly traded peers

 

forward implied volatility rates based on volatilities of publicly traded peers

Starting share price1

 

8.06

 

5.03

Expected warrant life (years)

 

4.7

 

4.1

Schedule of warrant obligations

    

Public Warrants

    

Private Warrants

    

Total

Balance at December 31, 2021

 

10,372

 

11,657

 

22,029

Fair value adjustment

 

(598)

 

(4,166)

 

(4,764)

Balance at June 30, 2022

 

9,774

 

7,491

 

17,265