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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 | Dec. 31, 2020 $ / shares
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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 | $ 15.47
Credit spread |  |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |  |
Measurement input |  | 0.1497 | 0.1925
Term |  |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |  |
Term | 4 years 4 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 | 0.0030

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- Definition Value of input used to measure embedded derivative liability. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb)(2) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
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