Fair Value Measurements (Tables)

3 Months Ended

Mar. 31, 2020

Fair Value Disclosures [Abstract]

Fair Value Assumptions Using Black-Scholes-Merton Option Pricing Model

The table below sets forth the assumptions used within the Black-Scholes-Merton option pricing model to value the Company's warrant liabilities as of March 31, 2020:

Stock price	$	2.85
Exercise price	$	7.63
Time until expiration (years)	4.0
Expected volatility	70.0		%
Risk-free interest rate	0.7		%
Expected dividend yield	—		%