Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurement - Significant Inputs (Details)

v3.22.2.2
Fair Value Measurement - Significant Inputs (Details)
Jun. 30, 2022
yr
$ / shares
Dec. 31, 2021
yr
Discount rate | Contract Derivative 1    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.118 0.100
Life    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input 4.0  
Life | Contract Derivative 1    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.2 0.2
Expected prepayment rate | Contract Derivative 2    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.750 0.750
Share price    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input | $ / shares 2.95  
Volatility    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants, measurement input 0.616  
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 0.030