Contingencies and Litigation - Summary of Monte Carlo Simulation Assumptions (Details) |
9 Months Ended | |
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Sep. 30, 2026 |
Sep. 30, 2025 |
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| Loss Contingencies [Line Items] | ||
| Risk free interest rate | 3.50% | |
| Expected volatility | 95.60% | |
| Expected term (in years) | 2 years 9 months 18 days | |
| Level 3 | ||
| Loss Contingencies [Line Items] | ||
| Risk free interest rate | 5.10% | 3.70% |
| Expected volatility | 85.10% | 83.00% |
| Expected term (in years) | 5 years | 5 years |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- 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://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Details
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