Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details) - Level 3 |
Sep. 30, 2022
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$ / shares
Y
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Dec. 31, 2021
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$ / shares
Y
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Exercise price | ||
Fair Value Measurements | ||
Derivative liability, measurement input | $ / shares | 11.50 | 11.50 |
Volatility | ||
Fair Value Measurements | ||
Derivative liability, measurement input | 0.0550 | 0.1000 |
Stock price | ||
Fair Value Measurements | ||
Derivative liability, measurement input | $ / shares | 9.94 | 9.73 |
Expected life of the options to convert | ||
Fair Value Measurements | ||
Derivative liability, measurement input | Y | 5.36 | 5.61 |
Risk-free rate | ||
Fair Value Measurements | ||
Derivative liability, measurement input | 0.0396 | 0.0131 |
Implied Success | ||
Fair Value Measurements | ||
Derivative liability, measurement input | 0.0340 |
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- Definition Value of input used to measure derivative liability. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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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