Stock Warrants - Summary of Black- Scholes model using the following inputs (Detail) - Fair Value, Inputs, Level 3 [Member] - Warrant [Member] |
Jun. 30, 2021
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Dec. 31, 2020
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Jun. 30, 2020
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Dec. 31, 2019
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Expected (remaining) option term (in years) | ||||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||||
Derivative Liability, Measurement Input | 3.69 | 4.13 | 4.64 | 5.14 |
Expected volatility | ||||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||||
Derivative Liability, Measurement Input | 65.0 | 55.4 | 54.3 | 52.4 |
Risk-free interest rate | ||||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||||
Derivative Liability, Measurement Input | 0.45 | 0.36 | 0.29 | 1.69 |
Expected dividend yield | ||||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||||
Derivative Liability, Measurement Input | 0 | 0 | 0 | 0 |
Fair value of common stock (per share) | ||||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||||
Derivative Liability, Measurement Input | 9.51 | 2.93 | 2.07 | 2.00 |
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- Definition Value of input used to measure derivative liability. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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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