Numpy change diagonal values in a 3D array

Question

I have a vector with the following values: dv = array([0., 0., 1.]).

How do I diagonalize this vector into a 3D array with each element in the vector have its own diagonal:

array([[[0., 0., 0.],
        [0., 0., 0.],
        [0., 0., 0.]],

       [[0., 0., 0.],
        [0., 0., 0.],
        [0., 0., 0.]],

       [[1., 0., 0.],
        [0., 1., 0.],
        [0., 0., 1.]]])

So far i have tried:

import numpy as np

a = np.zeros((3,3,3))
di = np.diag_indices(3,3)
a[di] = dv

This is almost correct, but it does not change all of the elements on the diagonal.