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% |
X | ||||||||||
- References No definition available.
|
X | ||||||||||
- References No definition available.
|
X | ||||||||||
- References No definition available.
|
X | ||||||||||
- Definition Face (par) amount of debt instrument at time of issuance. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
|
X | ||||||||||
- References No definition available.
|
X | ||||||||||
- Definition Exercise or strike price stated in the contract for options indexed to the issuer's equity shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition The risk-free interest rate assumption that is used in valuing a nonvested share or option award issued to other than an employee. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
|
X | ||||||||||
- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
|