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Fair value measurements - Summary of Binomial Lattice Model for the initial measurement of Public Warrants and Private Placement Warrants (Detail)

v3.21.2
Fair value measurements - Summary of Binomial Lattice Model for the initial measurement of Public Warrants and Private Placement Warrants (Detail) - Osprey Technology Acquisition Corp [Member]
Jun. 30, 2021
Dec. 31, 2020
Dec. 31, 2020
d
Sep. 30, 2020
d
Jun. 30, 2020
d
Mar. 31, 2020
d
Dec. 31, 2019
d
Nov. 05, 2019
d
Risk-free interest rate [Member]                
Fair Value Measurement Inputs and Valuation Techniques [Line Items]                
Measurement Input 0.86 0.38 0.38 0.32 0.35 0.45 1.76 1.66
Market price of public stock [Member]                
Fair Value Measurement Inputs and Valuation Techniques [Line Items]                
Measurement Input 9.99 10.47 10.47 10.19 10.05 9.72 9.78 9.69
Dividend Yield [Member]                
Fair Value Measurement Inputs and Valuation Techniques [Line Items]                
Measurement Input 0.00 0.00 0.0 0.0 0.0 0.0 0.0 0.0
Implied volatility [Member]                
Fair Value Measurement Inputs and Valuation Techniques [Line Items]                
Measurement Input 32.8 21.8 21.8 22.1 17.9 14.4 13.8 10.7
Exercise price [Member]                
Fair Value Measurement Inputs and Valuation Techniques [Line Items]                
Measurement Input 11.50 11.50 11.50 11.50 11.50 11.50 11.50 11.50