Fair Value Measurements - Summary Of Binomial (Lattice) Valuation Model Assumptions Used To Record The Fair Value Of The Warrants (Detail) - $ / shares |
3 Months Ended | 12 Months Ended | ||
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Apr. 05, 2021 |
Dec. 31, 2021 |
Dec. 31, 2020 |
Dec. 31, 2019 |
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Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||||
Expected volatility | 64.00% | 65.00% | ||
Expected annual dividend yield | 0.00% | 0.00% | 0.00% | |
Expected term (years) | 4 years 4 months 24 days | 6 years 3 months | 6 years 3 months | |
Level 3 [Member] | Warrant [Member] | ||||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||||
Fair vale determined per warrant | $ 3.8 | $ 3.46 | ||
Expected volatility | 50.00% | 90.00% | ||
Expected annual dividend yield | 0.00% | 0.00% | ||
Expected term (years) | 5 years | 4 years 3 months 18 days | ||
Risk-free rate | 0.90% | 1.20% |
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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 dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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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 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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