v3.22.2.2
Warrant liabilities (Tables)
9 Months Ended
Sep. 30, 2022
Other Liabilities Disclosure [Abstract]  
Schedule of Fair Value Measurement Inputs and Valuation Techniques
The fair value of the Immediately Exercisable Warrants and the 50% Utilization Warrants was calculated using a Binomial Lattice model. The following are the assumptions used in calculating fair value on the date of issuance:

Trading price of common stock on measurement date$6.52 
Exercise price$16.00 
Risk-free interest rate2.93 %
Warrant life in years7.0 years
Expected volatility50.00 %
Expected dividend yield$— 
Put price (per share)$2.06 
Expected Vesting Date(1)
5/31/2024
(1) The expected vesting date criteria is only relevant in the calculation of the fair value of the 50% Utilization Warrant as the Immediately Exercisable Warrant vested at issuance.