v3.25.0.1
Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2024
Investments, All Other Investments [Abstract]  
Schedule of Option Contingent Warrants Valuation Assumptions

The following assumptions were used to calculate the fair value of the Intermediate Warrants at December 31, 2024 and 2023:

 

 

December 31,

 

 

December 31,

 

 

 

2024

 

2023

 

Expected term (years)

 

 

6.8

 

 

 

7.8

 

Expected volatility

 

52.0%

 

 

48.0%

 

Risk-free rate

 

4.5%

 

 

3.9%

 

Expected dividend yield

 

0.0%

 

 

0.0%