Annual report pursuant to Section 13 and 15(d)

Derivative Liabilities - Monte Carlo Model (Details)

v3.22.4
Derivative Liabilities - Monte Carlo Model (Details)
Dec. 31, 2022
$ / shares
Dec. 31, 2021
$ / shares
7.00% Subordinated Convertible Notes due 2031    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, term 10 years 3 months 18 days  
Common Stock price    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 1.40 1.94
Common Stock price | 7.00% Subordinated Convertible Notes due 2031    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 2.94  
Weighted average contractual term to maturity    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, term 2 years 6 months 3 years 6 months
Range of expected market volatility % | 7.00% Subordinated Convertible Notes due 2031    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.5000  
Range of expected market volatility % | Minimum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.6600 0.7012
Range of expected market volatility % | Maximum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.7288 0.8100
Range of risk-free interest rate | 7.00% Subordinated Convertible Notes due 2031    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.0153  
Range of risk-free interest rate | Minimum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.0414 0.0072
Range of risk-free interest rate | Maximum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Warrants and rights outstanding, measurement input 0.0468 0.0116