WML Convertible Bond Conversion Option Derivative - Valuation Techniques for Embedded Derivative (Details) |
Sep. 30, 2024 |
Dec. 31, 2023 |
|---|---|---|
| WML stock price | ||
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
| Embedded derivative liability, measurement input | 6.76 | 6.43 |
| Estimated volatility | ||
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
| Embedded derivative liability, measurement input | 0.333 | 0.340 |
| Risk-free interest rate | ||
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
| Embedded derivative liability, measurement input | 0.030 | 0.033 |
| Expected term (years) | ||
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
| Embedded derivative liability, measurement input | 4.4 | 5.2 |
| Dividend yield (1) | ||
| Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
| Embedded derivative liability, measurement input | 0.000 | 0.000 |