Quarterly report pursuant to Section 13 or 15(d)

Warrants - Fair value measurements and valuation techniques (Details)

v3.21.2
Warrants - Fair value measurements and valuation techniques (Details) - Warrant
Sep. 30, 2021
$ / shares
Dec. 31, 2020
$ / shares
Stock price    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Warrants, measurement input 4.19 7.62
Exercise price    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Warrants, measurement input 4.50 4.50
Expected remaining term | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Warrants, measurement input 5.25 5.75
Expected remaining term | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Warrants, measurement input 5.31 5.81
Volatility    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Warrants, measurement input 0.600 0.675
Risk-free interest rate    
Fair Value Measurement Inputs and Valuation Techniques [Abstract]    
Warrants, measurement input 0.0094 0.005