FAIR VALUE MEASUREMENTS - Significant inputs to monte carlo simulation and black scholes model for fair value (Details) - Private Placement Warrants |
Mar. 31, 2023
$ / shares
Y
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Dec. 31, 2022
Y
$ / shares
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Stock price | ||
FAIR VALUE MEASUREMENTS | ||
Measurement input | 10.25 | 10.08 |
Strike price | ||
FAIR VALUE MEASUREMENTS | ||
Measurement input | 11.50 | 11.50 |
Probability of completing a Business Combination | ||
FAIR VALUE MEASUREMENTS | ||
Measurement input | 0.20 | 0.15 |
Remaining term (in years) | ||
FAIR VALUE MEASUREMENTS | ||
Measurement input | Y | 5.32 | 5.23 |
Volatility | ||
FAIR VALUE MEASUREMENTS | ||
Measurement input | 0.01 | 0.100 |
Risk-free rate | ||
FAIR VALUE MEASUREMENTS | ||
Measurement input | 0.0359 | 0.0399 |
Fair value of warrants | ||
FAIR VALUE MEASUREMENTS | ||
Measurement input | 0.08 | 0.02 |
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- Definition Value of input used to measure derivative liability. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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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