Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENTS (Details 2)

v3.21.2
FAIR VALUE MEASUREMENTS (Details 2) - USD ($)
$ / shares in Units, $ in Thousands
9 Months Ended
Aug. 13, 2021
Sep. 30, 2021
Fair Value Disclosures [Abstract]    
Stock price $ 9.75 $ 6.68
Conversion strike price $ 12.50 $ 12.50
Volatility 25.00% 33.00%
Dividend yield 0.00% 0.00%
Risk free rate 0.51% 0.59%
Debt discount rate 12.80% 12.80%
Coupon interest rate 7.00% 7.00%
Face amount $ 50,000 $ 50,000
Probability of fundamental change 25.00% 25.00%