Equity - Preferred Investment Options (Details) - USD ($) $ / shares in Units, $ in Millions |
3 Months Ended | 9 Months Ended | |||
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Feb. 02, 2022 |
Sep. 30, 2021 |
Sep. 30, 2022 |
Sep. 30, 2021 |
Aug. 23, 2021 |
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Class of Warrant or Right [Line Items] | |||||
Common stock and warrants issued in private placement, net of issuance costs (in shares) | 3,238,338 | 7,824,727 | 3,642,515 | ||
Preferred Investment Options | |||||
Class of Warrant or Right [Line Items] | |||||
Common stock and warrants issued in private placement, net of issuance costs (in shares) | 7,824,727 | ||||
Price per unit | $ 2.94 | ||||
Strike price | $ 3.07 | ||||
Expected term | 5 years | ||||
Volatility rate | 82.80% | ||||
Risk-free rate | 1.60% | ||||
Dividend yield | 0.00% | ||||
Fair value on the date of issuance | $ 15.5 | ||||
Private Placement | |||||
Class of Warrant or Right [Line Items] | |||||
Price per unit | $ 2.94 | ||||
Strike price | $ 3.99 | $ 3.99 | |||
Expected term | 5 years | ||||
Volatility rate | 82.80% | ||||
Risk-free rate | 1.60% | ||||
Dividend yield | 0.00% |
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- Definition Class of Warrant or Right, Fair Value No definition available.
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- Definition Represents the number of shares of common stock issued in a private placement of common stock and warrants. No definition available.
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- Definition Represents the price per unit. No definition available.
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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