Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Warrant liability (Details)

v3.22.1
Fair Value Measurements - Warrant liability (Details) - Recurring basis - Level 3
 3 Months Ended
Mar. 31, 2022
$ / shares
Stock price on valuation date $ 2.45
Exercise price per share $ 11.50
Expected life 4 years 1 month 24 days
Volatility 94.90%
Risk-free rate 2.43%
Dividend yield 0.00%
Fair value of warrants $ 0.99