Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.2
Fair Value Measurements - Level 3 Fair Value Measurements Inputs (Details) - Level 3
Jun. 30, 2021
Mar. 31, 2021
Feb. 09, 2021
Volatility      
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]      
Derivative Liability, Measurement Input 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 9.70 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 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 1.05 1.25 0.74