Fair Value Measurements - Significant Inputs to the Private Warrant Valuation (Details) |
Sep. 30, 2022
yr
$ / shares
|
Dec. 31, 2021
$ / shares
yr
|
---|---|---|
Exercise price | ||
Class of Warrant or Right [Line Items] | ||
Warrant liability, measurement input | 11.50 | 11.50 |
Stock price | ||
Class of Warrant or Right [Line Items] | ||
Warrant liability, measurement input | 1.97 | 3.89 |
Volatility | ||
Class of Warrant or Right [Line Items] | ||
Warrant liability, measurement input | 0.820 | 0.540 |
Remaining term in years | ||
Class of Warrant or Right [Line Items] | ||
Warrant liability, measurement input | yr | 3.33 | 4.08 |
Risk-free rate | ||
Class of Warrant or Right [Line Items] | ||
Warrant liability, measurement input | 0.0410 | 0.0112 |
Dividend yield | ||
Class of Warrant or Right [Line Items] | ||
Warrant liability, measurement input | 0 | 0 |