Investments and Recurring Fair Value Measurements (Details) - Schedule of monte carlo simulation model for the private warrants - $ / shares |
9 Months Ended | |
|---|---|---|
Mar. 02, 2021 |
Sep. 30, 2021 |
|
| Schedule of monte carlo simulation model for the private warrants [Abstract] | ||
| Risk-free interest rate | 1.01% | 1.18% |
| Expected term (years) | 6 years 5 months 15 days | 6 years 2 months 8 days |
| Stock price (in Dollars per share) | $ 9.584 | $ 9.780 |
| Probability of completing business combination | 80.00% | 90.00% |
| Expected volatility | 24.20% | 12.50% |
| Exercise price (in Dollars per share) | $ 11.50 | $ 11.50 |
| X | ||||||||||
- Definition Probability of completing business combination. No definition available.
|
| X | ||||||||||
- References No definition available.
|
| X | ||||||||||
- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. No definition available.
|
| X | ||||||||||
- 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
|
| X | ||||||||||
- 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
|
| X | ||||||||||
- 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
|
| X | ||||||||||
- Definition Per share increase in exercise price of option. Excludes change due to standard antidilution provision and option granted under share-based payment arrangement. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
|