Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 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 3.00%/5.00% Convertible Notes, including the conversion option, as of September 30, 2020:

Risk-free interest rate	0.24	%
Credit spread	9.47	%
PIK premium spread	2.00	%
Volatility	50.00	%

Mark-to-Fair Value Disclosure

Fair value as of December 31, 2019	$	—
Fair value at issuance date	38,962
Mark-to-fair value adjustment on embedded conversion feature	(2,010)
Reclassification of embedded conversion feature to additional paid-in capital	(36,952)
Fair value as of September 30, 2020	$	—