Annual report pursuant to Section 13 and 15(d)

Warrants - Fair value measurements and valuation techniques (Details)

v3.22.1
Warrants - Fair value measurements and valuation techniques (Details) - Warrant
Dec. 31, 2021
$ / shares
Jul. 01, 2021
$ / shares
Stock Price    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Derivative liability, measurement input 7.62 4.19
Exercise Price    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Derivative liability, measurement input 4.50 4.50
Expected remaining term | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Derivative liability, measurement input 5.75 5.25
Expected remaining term | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Derivative liability, measurement input 5.81 5.31
Volatility    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Derivative liability, measurement input 0.675 0.600
Risk-free interest rate    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Derivative liability, measurement input 0.005 0.0094