Fair Value of Financial Instruments - Valuation Assumptions for Warrant Liabilities (Details) - Significant Unobservable Inputs (Level 3) - Valuation technique, option pricing model |
Sep. 30, 2021
$ / shares
|
Sep. 30, 2020
$ / shares
|
---|---|---|
Common stock price | ||
Key Inputs and Assumptions, Valuation Techniques | ||
Warrant liability, measurement input | 22.61 | 17.80 |
Risk free interest rate | ||
Key Inputs and Assumptions, Valuation Techniques | ||
Warrant liability, measurement input | 0.0005 | 0.0013 |
Expected life | ||
Key Inputs and Assumptions, Valuation Techniques | ||
Warrant liability, expected life | 6 months 21 days | 1 year 6 months 21 days |
Expected volatility | ||
Key Inputs and Assumptions, Valuation Techniques | ||
Warrant liability, measurement input | 0.344 | 0.753 |
Dividend yield | ||
Key Inputs and Assumptions, Valuation Techniques | ||
Warrant liability, measurement input | 0 | 0 |