XML 46 R31.htm IDEA: XBRL DOCUMENT v3.20.2
Fair Value Measurement of Assets and Liabilities - Binomial Lattice Model and Assumptions (Details) - Level 3 - Interest make-whole payment
Jun. 30, 2020
May 12, 2020
$ / shares
Sep. 30, 2020
$ / shares
Volatility      
Fair Value Measurement Inputs and Valuation Techniques [Line Items]      
Measurement input   0.60 0.50
Stock price      
Fair Value Measurement Inputs and Valuation Techniques [Line Items]      
Stock price   $ 10.62 $ 10.32
Credit spread      
Fair Value Measurement Inputs and Valuation Techniques [Line Items]      
Measurement input   0.1497 0.2150
Term      
Fair Value Measurement Inputs and Valuation Techniques [Line Items]      
Term 4 years 7 months 2 days 4 years 11 months 19 days  
Dividend yield      
Fair Value Measurement Inputs and Valuation Techniques [Line Items]      
Measurement input   0 0
Risk-free rate      
Fair Value Measurement Inputs and Valuation Techniques [Line Items]      
Measurement input   0.0034 0.0026