Fair Value Measurements (Details) - Schedule of key inputs into the Monte Carlo simulation and Black-Sholes model |
1 Months Ended |
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Feb. 22, 2021
$ / shares
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| Schedule of key inputs into the Monte Carlo simulation and Black-Sholes model [Abstract] | |
| Risk-free interest rate | 0.61% |
| Exercise price | $ 11.50 |
| Expected volatility | 14.50% |
| Underlying stock price | $ 11.10 |
| Term (in years) | 5 years |
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- References No definition available.
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- Definition Underlying stock price. 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 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 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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