Fair Value Measurements (Details) - Schedule of the Black-Scholes option model for the Private Placement Warrants - Private Placement Warrants [Member] - $ / shares |
1 Months Ended | 9 Months Ended |
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Jul. 19, 2021 |
Sep. 30, 2021 |
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Fair Value Measurements (Details) - Schedule of the Black-Scholes option model for the Private Placement Warrants [Line Items] | ||
Stock price (in Dollars per share) | $ 9.71 | $ 9.93 |
Strike price (in Dollars per share) | $ 11.5 | $ 11.5 |
Probability of completing a Business Combination | 83.00% | 100.00% |
Dividend yield | ||
Term (in years) | 5 years | 4 years 9 months 18 days |
Volatility | 17.20% | 12.20% |
Risk-free rate | 0.90% | 0.90% |
Discount for lack of marketability | ||
Fair value of warrants (in Dollars per share) | $ 0.85 | $ 0.66 |
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- Definition Percentage of discount for lack of marketability. No definition available.
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- References No definition available.
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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 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 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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