Quarterly report pursuant to Section 13 or 15(d)

Fair Value Considerations - Significant Inputs Included in the Valuation of the Debt Derivative Liability (Details)

v3.21.2
Fair Value Considerations - Significant Inputs Included in the Valuation of the Debt Derivative Liability (Details) - Debt derivative liabilities
Sep. 30, 2021
Dec. 31, 2020
First Tranche | Remaining term (years)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 5.75 6.5
First Tranche | Coupon rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.0950 0.0950
First Tranche | Discount rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.0878 0.0870
First Tranche | Mandatory prepayment rate | Mandatory Prepayment Event Before 2024    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.050 0.050
First Tranche | Mandatory prepayment rate | Mandatory Prepayment Event In 2024 Or After    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.150 0.150
First Tranche | Mandatory prepayment rate | Optional Prepayment Event    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.050 0.050
Second Tranche | Remaining term (years)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 6.75  
Second Tranche | Coupon rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.095  
Second Tranche | Discount rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.113  
Second Tranche | Mandatory prepayment rate | Mandatory Prepayment Event Before 2024    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.050  
Second Tranche | Mandatory prepayment rate | Mandatory Prepayment Event In 2024 Or After    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.150  
Second Tranche | Mandatory prepayment rate | Optional Prepayment Event    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.050