Warrants - Private Warrants Assumptions (Details) - Private Warrants - $ / shares |
1 Months Ended | |
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Sep. 02, 2021 |
Sep. 30, 2021 |
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| Class of Warrant or Right [Line Items] | ||
| Exercise price (in dollars per share) | $ 11.50 | $ 11.50 |
| Common stock price (in dollars per share) | $ 10.50 | $ 9.63 |
| Expected option term (years) | 5 years | 4 years 11 months 1 day |
| Expected volatility | 32.80% | 34.40% |
| Risk-free rate of return | 0.78% | 0.96% |
| Expected annual dividend yield | 0.00% | 0.00% |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Details
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