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Recurring Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2022

Fair Value Disclosures [Abstract]

Schedule of convertible promissory note draws the estimated fair value

		June 30,				Quoted Prices In Active Markets				Significant Other Observable Inputs				Significant Other Unobservable Inputs
		2022				(Level 1)				(Level 2)				(Level 3)

Assets:
Money Market Funds held in Trust Account		$	128,576,560			$	128,576,560				—				—

Liabilities:
Working Capital Loans-conversion feature			1,098				—				—				1,098
Public Warrants: Liabilities			948,750				948,750				—				—
Private Placement Warrants: Liabilities			457,261				—				—				457,261
		$	1,407,109			$	948,750			$	—			$	458,359

		December 31,				Quoted Prices In Active Markets				Significant Other Observable Inputs				Significant Other Unobservable Inputs
		2021				(Level 1)				(Level 2)				(Level 3)

Assets:
Money Market Funds held in Trust Account		$	128,400,078			$	128,400,078				—				—

Liabilities:
Public Warrants: Liabilities		$	5,313,000			$	5,313,000			$	—			$	—
Private Placement Warrants: Liabilities			2,566,959				—				—				2,566,959
		$	7,879,959			$	5,313,000			$	—			$	2,566,959

Schedule of changes to Level 3 labilities

Fair Value at January 1, 2021		$	—
Initial fair value of public and private warrants			15,085,335
Transfer of public warrants to Level 1			(10,141,998	)
Change in fair value			(2,376,378	)
Fair Value at December 31, 2021		$	2,566,959
Change in fair value			(1,417,244	)
Fair Value at March 31, 2022		$	1,149,715
Change in fair value			(692,454	)
Fair Value at June 30, 2022		$	457,261

Schedule of modified black scholes simulation

		(Initial Measurement) August 30, 2021				December 31, 2021				June 30, 2022
Risk-free interest rate			0.97	%			1.31	%			3.02	%
Expected term remaining (years)			5.91				5.49				5.42
Expected volatility			17.0	%			7.7	%			6.1	%
Stock price		$	9.197			$	9.98			$	10.13

Schedule of primary assumptions used for the valuation of the conversion feature within the working capital loans

		March 1,				March 23,
Warrant Valuation Terms		2022				2022
Risk-free interest rate			1.58	%			2.34	%
Term			5.40				5.34
Expected volatility			5.9	%			2.8	%
Stock Price		$	10.01			$	10.02

Compound Option Terms
Strike price-debt conversion		$	1.00			$	1.00
Strike price - warrants		$	11.50			$	11.50
Term - debt conversion			0.40				0.34
Term - warrant conversion			5.40				5.34

Probability of transaction			80	%			80	%

Probability of transaction - Target Date 5/30/2022			40	%			40	%

Probability of transaction - Target Date 8/30/2022			60	%			60	%

		June 30,
Warrant Valuation Terms		2022
Risk-free interest rate			3.02	%
Term			5.15
Expected volatility			6.1	%
Stock Price		$	10.13

Compound Option Terms
Strike price-debt conversion		$	1.00
Strike price - warrants		$	11.50
Term - debt conversion			0.15
Term - warrant conversion			5.15

Probability of transaction			100	%

Probability of transaction - Target Date 11/30/2022			100	%

Schedule of changes in the fair value of the Level 3 convertible promissory note

		Working
		Capital
		Loans-Conversion Feature
Fair value at issuance dates of March 1, 2022 and March 23, 2022		$	—
Change in valuation inputs or other assumptions			1,098
Fair value as of June 30, 2022		$	1,098

Tabular disclosure of all significant concentrations of risk, including credit risk and market risk, arising from all financial instruments (as defined), whether from an individual counterparty or groups of counterparties. The disclosure concerning concentrations of risk may consist of the following information: (1) for concentrations of credit risk disclosure may include: (a) information about the (shared) activity, region, or economic characteristic that identifies the concentration, (b) the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity, (c) the policy of requiring collateral or other security to support financial instruments subject to credit risk, information about the entity's access to that collateral or other security, and the nature and a brief description of the collateral or other security supporting those financial instruments, and (d) the policy of entering into master netting arrangements to mitigate the credit risk of financial instruments, information about the arrangements for which the entity is a party, and a brief description of the terms of those arrangements, including the extent to which they would reduce the entity's maximum amount of loss due to credit risk and (2) for disclosure of quantitative information about the market risks of financial instruments that is consistent with the way the company manages or adjusts those risks, disclosure may include: (a) more details about current positions and perhaps activity during the period, (b) the hypothetical effects on comprehensive income (or net assets), or annual income, of several possible changes in market prices, (c) a gap analysis of interest rate re-pricing or maturity dates, (d) the duration of the financial instruments, (e) the entity's value at risk from derivatives and from other positions at the end of the reporting period and the average value at risk during the year, or (f) other ways of reporting quantitative information as internally developed.

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