Fair Value Disclosures - Schedule of Key Inputs into the Monte Carlo Simulation Model for the Private Placemnets Warrnts And Public Warrants at Initial Measurement (Detail) - USD ($) |
7 Months Ended | |
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Sep. 14, 2020 |
Dec. 31, 2020 |
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Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Fair value of Units | $ 7,257,000 | |
Monte Carlo Simulation Model [Member] | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Risk-free interest rate | 0.40% | |
Expected term (years) | 1 year | |
Expected volatility | 16.50% | |
Exercise price | $ 11.50 | |
Fair value of Units | $ 10.01 |
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- Definition Amount of expense (income) related to adjustment to fair value of warrant liability. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. 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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- Details
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