Derivative Instruments - Estimated Fair Value (Details) - Private Placement |
Jun. 30, 2022
yr
$ / shares
|
Dec. 31, 2021
yr
$ / shares
|
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Stock price | ||
Class of Warrant or Right [Line Items] | ||
Private Placement Warrants Measurement Inputs | 15.53 | 18.28 |
Exercise price | ||
Class of Warrant or Right [Line Items] | ||
Private Placement Warrants Measurement Inputs | 11.50 | 11.50 |
Volatility | ||
Class of Warrant or Right [Line Items] | ||
Private Placement Warrants Measurement Inputs | 0.495 | 0.460 |
Expected term (years) | ||
Class of Warrant or Right [Line Items] | ||
Private Placement Warrants Measurement Inputs | yr | 4.2 | 4.7 |
Risk-free interest rate | ||
Class of Warrant or Right [Line Items] | ||
Private Placement Warrants Measurement Inputs | 0.030 | 0.012 |
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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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