Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENTS - Level 3 Fair Value Measurements Inputs (Details)

v3.21.2
FAIR VALUE MEASUREMENTS - Level 3 Fair Value Measurements Inputs (Details)
Sep. 30, 2021
$ / shares
Jun. 11, 2021
$ / shares
Stock price    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 9.67 9.59
Exercise price    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 11.50 11.50
Expected term (in years)    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 5.0 5.0
Volatility    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 11.7 16.7
Risk-free rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 1.02 0.81
Dividend yield    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 0.0 0.0