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Loans and Convertible Notes Payable - Summary of Avenue Warrant Valued Using the Black-Scholes Option Pricing Method (Details)		3 Months Ended	9 Months Ended
	Aug. 06, 2021	Sep. 30, 2021	Sep. 30, 2021
Equity Method Investments And Cost Method Investments [Abstract]
Contractual term (years)	5 years 25 days
Expected volatility	187.00%
Risk-free interest rate	0.77%
Expected dividends	0.00%	0.00%	0.00%

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- Definition

Equity Method Investments And Cost Method Investments [Abstract]

+ References

No definition available.

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The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(iii)
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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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