Recurring Fair Value Measurements - Summary of Simulation Model for the Private Placement Warrants and Public Warrants (Details) |
Sep. 30, 2022
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Dec. 31, 2021
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Stock price | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement Inputs | 10.09 | 9.6 |
Strike price | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement Inputs | 11.5 | 11.5 |
Term (in years) | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement Inputs | yr | 5.67 | 6.21 |
Volatility | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement Inputs | 4.7 | 10.4 |
Risk-free rate | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement Inputs | 4.03 | 1.37 |
Dividend yield | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement Inputs | 0 | 0 |
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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 Value of input used to measure outstanding warrant and right embodying unconditional obligation requiring redemption by transferring asset at specified or determinable date or upon event certain to occur. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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