Quarterly report pursuant to Section 13 or 15(d)

Fair Value of Financial Instruments - Private Warrants Assumptions (Details)

v3.22.2.2
Fair Value of Financial Instruments - Private Warrants Assumptions (Details) - Private Warrants - $ / shares
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Class of Warrant or Right [Line Items]    
Fair value (in dollars per share) $ 0.51 $ 2.47
Exercise price (in dollars per share) 11.50 11.50
Common stock price (in dollars per share) $ 3.04 $ 6.75
Expected option term (years) 4 years 2 months 4 days 4 years 8 months 1 day
Expected volatility 59.50% 60.50%
Risk-free rate of return 2.98% 1.21%
Expected annual dividend yield 0.00% 0.00%