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