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Derivatives (Tables)
 3 Months Ended
Mar. 31, 2021
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Terms and Assumptions in Valuation of Convertible Option of Notes The terms and assumptions used to determine the fair value of the Warrants were as follows:
Measurement DateJuly 20, 2020
Stock Price$2.45
Expected Life in Years5.00
Annualized Volatility79.5 %
Discount Rate - Bond Equivalent Yield0.3 %
The terms and assumptions used in connection with the valuation of the convertible option of the 2023 Series B Notes were as follows:

12/31/20193/31/20205/28/2020
Issuance date10/31/201910/31/201910/31/2019
Maturity date5/1/20235/1/20235/1/2023
Term (years)3.333.082.92
Principal$34,405 $34,405 $34,405 
SenioritySenior unsecuredSenior unsecuredSenior unsecured
Conversion price$7.20 $7.20 $7.20 
Stock price$4.30 $2.80 $4.03 
Risk free rate1.6 %0.3 %0.2 %
Volatility47.3 %55.0 %62.5 %
The terms and assumptions used to determine the fair value of the Warrants were as follows:
Measurement Date4/6/20205/28/2020
Stock Price$2.70 $4.03 
Expected Life in Years5.004.86
Annualized Volatility77.6 %79.0 %
Discount Rate- Bond Equivalent Yield0.4 %0.3 %
Schedule of Liabilities Measured and Recognized at Fair Value on a Recurring Basis
The following table sets forth the Company’s derivative liabilities as presented on the Condensed Consolidated Balance Sheet that were measured and recognized at fair value on a recurring basis classified under the appropriate level of the fair value hierarchy as of December 31, 2020 and March 31, 2021, respectively.
Quoted Prices
in Active markets for
 Identical Assets
 and Liabilities		Significant
Other
Observable
Inputs		Significant
Unobservable
 Inputs		Balance
as of 		Quoted Prices in Active markets for
Identical Assets and Liabilities		Significant Other
Observable Inputs		Significant Unobservable
Inputs		Balance
as of
Descriptions(Level 1)(Level 2)(Level 3)December 31, 2020(Level 1)(Level 2)(Level 3)March 31, 2021
Derivative liabilities related to the Series C Convertible Notes— — 7,507 7,507 — — — — 
Derivative liabilities— — $7,507 $7,507 — — — — 
Schedule of Change in Fair Value of Level 3 Liabilities
The following table set forth a summary of changes in the fair value of the Company’s Level 3 liabilities for the three months ended March 31, 2021. Any unrealized gains or losses on the derivative liabilities were recorded in the change in derivative liability line on the Company's Condensed Consolidated Statement of Operations.

DescriptionsBalance as of
12/31/2020		(Gain) or loss recognized in earnings
 from Change in Fair Value		(Gain) or loss recognized on debt restructuringBalance as of
3/31/2021
Fair value of convertible feature of Series C Convertible Notes7,507 3,186 (10,693)— 
Change in the fair value of derivative liabilities$7,507 $3,186 $(10,693)$—