Quarterly report pursuant to Section 13 or 15(d)

Fair Value (Tables)

v3.22.0.1
Fair Value (Tables)
3 Months Ended
Dec. 31, 2021
Fair Value  
Schedule of assumptions were used in determining the fair value of the warrant liabilities

As of December 31, 

As of September 30,

    

2021

    

2021

Remaining contractual term (years)

 

0.3

0.2 - 0.5

Common stock price volatility

 

62.5%

60.6% - 62.5%

Risk-free interest rate

 

0.1%

0.04%

Expected dividend yield