Stock Warrants and Earnout Shares - Schedule of Assumptions Used to Estimate Fair Value of Earnout Shares Liability (Details) |
9 Months Ended | |
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Aug. 10, 2021 |
Sep. 30, 2021 |
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| Warrants And Rights Note Disclosure [Abstract] | ||
| Expected volatility | 62.20% | 61.60% |
| Risk-free interest rate | 1.36% | 1.51% |
| Dividend rate | 0.00% | 0.00% |
| Expected term (years) | 10 years | 9 years 10 months 9 days |
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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 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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- References No definition available.
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