Fair Value Measurements - Summary of Assumptions Used to Record Fair Value of Warrants (Details) |
9 Months Ended | 12 Months Ended | |
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Sep. 16, 2022
$ / shares
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Sep. 30, 2022
$ / shares
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Dec. 31, 2021
$ / shares
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Stock Price | |||
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items] | |||
Stock price | $ 7.35 | $ 6.44 | $ 3.26 |
Risk-free interest rate | |||
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items] | |||
Warrants liability measurement input | 3.62 | 4.07 | 1.11 |
Expected life (in years) | |||
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items] | |||
Expected life (in years) | 5 years | 4 years 11 months 1 day | 3 years 11 months 8 days |
Expected volatility | |||
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items] | |||
Warrants liability measurement input | 86.10 | 86.76 | 81.14 |
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- Definition Warrants liability expected term. No definition available.
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- Definition Warrants liability measurement input. No definition available.
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- Definition Warrants liability stock price. 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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