Quarterly report pursuant to Section 13 or 15(d)

Derivative Liabilities - Multinomial Lattice Model (Details)

v3.22.2.2
Derivative Liabilities - Multinomial Lattice Model (Details) - 7.00% Senior Subordinated Convertible Notes due 2031
Sep. 30, 2022
$ / shares
Dec. 31, 2021
$ / shares
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Conversion price (in dollars per share) $ 6.25 $ 6.25
Common Stock price    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 1.30 1.94
Contractual term to maturity    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 9.3 10.1
Expected market volatility %    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 1.9500 0.8000
Risk-free interest rate    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 0.0382 0.0151
Traded WHLRL price, % of par    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 1.1945 1.1396