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v3.22.2

Fair Value Measurement of Assets and Liabilities - Binomial Lattice Model and Assumptions (Details) - Level 3 - Interest make-whole payment | 3 Months Ended | 6 Months Ended |
--- | --- | --- | ---
Mar. 31, 2022 | Jun. 30, 2022 $ / shares | Dec. 31, 2021 $ / shares
Volatility |  |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |  |
Measurement input |  | 0.50 | 0.50
Stock price |  |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |  |
Stock price |  | $ 1.89 | $ 5.83
Credit spread |  |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |  |
Measurement input |  | 0.2200 | 0.1593
Term |  |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |  |
Term | 3 years 4 months 2 days | 2 years 10 months 2 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 |  | 0.0298 | 0.0102

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- Definition Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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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 https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258 + Details
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