Quarterly report pursuant to Section 13 or 15(d)

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

v3.24.3
Fair Value Measurement - Significant Inputs Included in the Valuation of the Debt Derivative Liability (Details)
Sep. 30, 2024
Dec. 31, 2023
First Tranche | Mandatory prepayment rate | Probability of note held-to-maturity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.800 0.800
First Tranche | Debt derivative liabilities | Remaining term (years)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 2.75 3.5
First Tranche | Debt derivative liabilities | Coupon rate | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.095 0.095
First Tranche | Debt derivative liabilities | Coupon rate | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.130 0.132
First Tranche | Debt derivative liabilities | Discount rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.1156 0.1206
First Tranche | Debt derivative liabilities | Mandatory prepayment rate | Probability of mandatory prepayment 2024 or after    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.150 0.150
First Tranche | Debt derivative liabilities | Mandatory prepayment rate | Probability of optional prepayment event    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.050 0.050
Second Tranche | Mandatory prepayment rate | Probability of note held-to-maturity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.800 0.800
Second Tranche | Debt derivative liabilities | Remaining term (years)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 3.75 4.5
Second Tranche | Debt derivative liabilities | Coupon rate | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.095 0.095
Second Tranche | Debt derivative liabilities | Coupon rate | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent)   0.132
Second Tranche | Debt derivative liabilities | Discount rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.1492 0.1560
Second Tranche | Debt derivative liabilities | Mandatory prepayment rate | Probability of mandatory prepayment 2024 or after    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.150 0.150
Second Tranche | Debt derivative liabilities | Mandatory prepayment rate | Probability of optional prepayment event    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative liability measurement input (as a percent) 0.050 0.050