Annual report pursuant to Section 13 and 15(d)

Derivative Liabilities - Multinomial Lattice Model (Details)

v3.22.4
Derivative Liabilities - Multinomial Lattice Model (Details) - 7.00% Subordinated Convertible Notes due 2031
Dec. 31, 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 1.40 1.94
Contractual term to maturity    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 9 10.1
Expected market volatility %    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 2.0500 0.8000
Risk-free interest rate    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 0.0387 0.0151
Traded WHLRL price % of par    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Derivative liability, measurement input 1.2050 1.1396