Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.2.2
Fair Value Measurement - Significant Inputs Included in the Valuation of the Debt Derivative Liability (Details) - Debt derivative liabilities
Sep. 30, 2022
Dec. 31, 2021
First Tranche | Remaining term (years)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 4.75 5.5
First Tranche | Coupon rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input   0.095
First Tranche | Coupon rate | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.095  
First Tranche | Coupon rate | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.123  
First Tranche | Discount rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.147 0.1072
First Tranche | Mandatory prepayment rate | Probability of mandatory prepayment before 2024    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.050 0.050
First Tranche | Mandatory prepayment rate | Probability of mandatory prepayment 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 | Probability of 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 5.75 6.5
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 0.183 0.1321
Second Tranche | Mandatory prepayment rate | Probability of mandatory prepayment before 2024    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.050 0.050
Second Tranche | Mandatory prepayment rate | Probability of mandatory prepayment 2024 or after    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.150 0.150
Second Tranche | Mandatory prepayment rate | Probability of optional prepayment event    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input 0.050 0.050