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Fair Value Measurements (Tables)
3 Months Ended
Mar. 31, 2020
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 New Notes, including the conversion option, as of March 31, 2020:
Risk-free interest rate0.35 %
Credit spread14.11 %
PIK premium spread2.00 %
Volatility50.00 %