Stock Warrants - Schedule of Private Placement Warrants Valued Under Binomial Lattice Model (Details) - $ / shares |
9 Months Ended | ||
|---|---|---|---|
Jul. 14, 2021 |
Sep. 30, 2022 |
Sep. 30, 2021 |
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| Subsidiary, Sale of Stock [Line Items] | |||
| Market price of public stock | $ 8.56 | $ 1.98 | $ 6.56 |
| Expected term (years) | 5 years | 3 years 9 months 14 days | 4 years 9 months 14 days |
| Volatility | 70.00% | 65.00% | 70.00% |
| Risk-free interest rate | 0.85% | 4.13% | 0.93% |
| Dividend rate | 0.00% | 0.00% | 0.00% |
| Private Placement [Member] | Warrant [Member] | |||
| Subsidiary, Sale of Stock [Line Items] | |||
| Market price of public stock | $ 8.56 | $ 1.98 | $ 6.56 |
| Exercise price | $ 11.50 | $ 11.50 | $ 11.50 |
| Expected term (years) | 5 years 3 days | 3 years 9 months 14 days | 4 years 9 months 14 days |
| Volatility | 39.10% | 121.00% | 66.00% |
| Risk-free interest rate | 0.85% | 4.13% | 0.93% |
| Dividend rate | 0.00% | 0.00% | 0.00% |
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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://www.xbrl.org/2003/role/disclosureRef
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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://www.xbrl.org/2003/role/disclosureRef
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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://www.xbrl.org/2003/role/disclosureRef
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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://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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