Warrant Liability - Schedule Of Quantitative Information Regarding Level 3 Fair Value Measurements (Detail) - Fair Value, Inputs, Level 3 - $ / shares |
Mar. 31, 2021 |
Mar. 25, 2021 |
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Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Strike price | $ 11.50 | $ 11.50 |
Share price | $ 7.83 | $ 7.81 |
Volatility | 40.00% | 40.00% |
Risk-free rate | 1.27% | 1.17% |
Expected term (years) | 5 years | 5 years |
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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 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 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://fasb.org/us-gaap/role/ref/legacyRef
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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://fasb.org/us-gaap/role/ref/legacyRef
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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://fasb.org/us-gaap/role/ref/legacyRef
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- Details
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