XML 43 R25.htm IDEA: XBRL DOCUMENT v3.19.3
Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2019
Fair Value Disclosures [Abstract]  
Schedule of Valuation Assumptions used in Determining Fair Value
The following valuation assumptions were used in determining the fair value of the Second Lien Notes, including the conversion option, as of September 30, 2019:
Risk-free interest rate2.48 %
Credit spreads18.96 %
PIK premium spread2.00 %
Volatility50.00 %