Fair Value Measurements - Schedule Of Quantitative Information Level 3 Fair Value Measurement Of Backstop Derivative Liability (Detail) - Virgin Group Acquisition Corp. II [Member] - Levels 3 [Member] - $ / shares |
3 Months Ended | 12 Months Ended |
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Mar. 31, 2022 |
Dec. 31, 2021 |
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Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Share Price | $ 5.95 | $ 9.59 |
Volatility | 25.00% | 40.00% |
Risk-free rate | 2.40% | 1.28% |
Backstop Derivative Liability Member [Member] | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Share Price | $ 5.95 | |
Volatility | 25.00% | |
Risk-free rate | 2.40% | |
Minimum Redemption Percentage | 92.00% | |
Maximum Redemption Percentage | 100.00% |
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- Definition Share based compensation arrangement by share based payment award fair value assumptions maximum redemption percentage No definition available.
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- Definition Share based compensation arrangement by share based payment award fair value assumptions minimum redemption percentage No definition available.
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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 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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