Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details)

v3.21.1
Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details) - Level 3
Mar. 31, 2021
Feb. 09, 2021
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 9.75 9.66
Volatility    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 12.70 12.90
Exercise price    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 11.50 11.50
Expected life of the options to convert    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 6.36 6.50
Risk-free rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 1.25 0.74
Dividend yield    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability, Measurement Input 0 0