Fair Value Measurements (Details) - Schedule of initial valuation the public warrants - Monte Carlo Model [Member] |
1 Months Ended |
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Jul. 19, 2021
$ / shares
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Defined Benefit Plan, Plan Assets, Level 3 Reconciliation [Line Items] | |
Stock Price on Valuation Date | $ 9.71 |
Strike price (Exercise Price Share) | $ 11.5 |
Probability of completing a Business Combination | 83.00% |
Term (in years) | 6 years 7 months 2 days |
Volatility | 4.5% pre-merger / 23 post-merger% |
Risk-free rate | 0.91% |
Fair value of warrants | $ 1.23 |
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- Definition Fair value of warrants per share. No definition available.
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- Definition Percentage of probability of completing a business combination. 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. 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 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 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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