Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details) - Level 3 |
Sep. 30, 2021 |
Jun. 30, 2021 |
Mar. 31, 2021 |
Feb. 09, 2021 |
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Volatility | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Derivative Liability, Measurement Input | 9.00 | 13.50 | 12.70 | 12.90 |
Stock price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Derivative Liability, Measurement Input | 9.72 | 9.70 | 9.75 | 9.66 |
Expected life of the options to convert | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Derivative Liability, Measurement Input | 5.86 | 6.11 | 6.36 | 6.50 |
Risk-free rate | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Derivative Liability, Measurement Input | 1.12 | 1.05 | 1.25 | 0.74 |
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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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