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Fair Value Measurements (Tables)
12 Months Ended
Dec. 31, 2020
Fair Value Measurements [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, at December 31, 2020:

Risk-free interest rate

    

0.23

%

Credit spreads

 

6.45

%

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 December 31, 2020

$