Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details)

v3.22.1
Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details) - Level 3
Mar. 31, 2022
Dec. 31, 2021
Exercise price    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 11.50 11.50
Volatility    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 4.30 10.00
Stock price    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 9.79 9.73
Expected life of the options to convert    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 5.36 5.61
Risk-free rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 2.39 1.31
Dividend yield    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 0 0