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Warrants and Derivative Liabilities (Tables)
9 Months Ended
Sep. 30, 2021
Warrants and Rights Note Disclosure [Abstract]  
Summary of Fair Value Measurements Inputs
The following assumptions were used to determine the fair value of the warrants and derivative liabilities as of September 30, 2021 and December 31, 2020:
 
 
  
As of September 30, 2021
 
  
As of December 31, 2020
 
Stock price
  
$
—  
    
$
7.56
 
Exercise price
  
$
—  
    
$
0.01
 
Risk-free interest rate
  
 
—  
    
 
0.09%
 
Expected volatility
  
 
—  
 
  
 
64.0%
 
Time to maturity (in years)
  
 
—  
 
  
 
0.63