XML 43 R33.htm IDEA: XBRL DOCUMENT v3.22.1
RECURRING FAIR VALUE MEASUREMENTS - Level 3 Fair Value Measurements Inputs (Details)
Mar. 31, 2022
USD ($)
$ / shares
Dec. 31, 2021
$ / shares
USD ($)
Mar. 09, 2021
$ / shares
USD ($)
Risk-free interest rate      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 2.41 1.30 1.09
Expected term (years)      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input | $ 6.00 5.40 6.31
Expected volatility      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 6.5 13.6 24.3
Exercise Price      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input | $ / shares 9.77 9.78 11.50