Debt (Tables)

3 Months Ended

Mar. 31, 2022

Debt Disclosure [Abstract]

Schedule of debt valuation assumptions

The assumptions used in the Black-Scholes option-pricing model at inception remain unchanged and were determined as follows:

Volatility	98.01	%
Risk-free interest rate	1.58	%
Expected life (in years)	7
Dividend yield	0 %

The assumptions used in the Black-Scholes warrant-pricing model were determined as follows:

	March 31, 2022
Volatility	100.0	%
Risk-free interest rate	2.45	%
Weighted average expected life (in years)	4.55
Dividend yield	0	%

Schedule of carrying amounts of debt

The net carrying amounts of the liability components consists of the following (in thousands):

	March 31, 2022		December 31, 2021
Principal	$	19,200	$	39,194
Less: debt discount	(3,160)		(3,402)
Net carrying amount	$	16,040	$	35,792

Schedule of interest expense recognized

The following table presents the interest expense recognized related to the 2024 Notes (in thousands):

	Three Months Ended March 31,
	2022		2021
Contractual interest expense	$	1,160	$	1,781
Accretion of debt discount	242		199
Total interest expense	$	1,402	$	1,980