Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurement - Significant Inputs (Details)

v3.21.2
Fair Value Measurement - Significant Inputs (Details)
Sep. 30, 2021
Dec. 31, 2020
Discount rate | Contract Derivative 1    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.099 0.081
Life    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input 4.8 3.0
Life | Contract Derivative 1    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.2 0.3
Expected prepayment rate | Contract Derivative 2    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.750  
Share price    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input 5.31  
Volatility    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input 0.520 0.460
Dividend yield    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input 0  
Risk free rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input 0.010  
Cost of equity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input   0.225
Tax rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input   0.260