v3.25.3
Warrant Liabilities (Tables)
6 Months Ended
Jun. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Inputs to Monte Carlo Simulation for Private Placement Warrant Liability

The following table sets forth a summary of the inputs to the Monte Carlo Simulation for the Private Placement Warrant liability which are Level 3 financial liabilities that are measured at fair value on a recurring basis:

 

Key Inputs  June 30, 2025 
     
Stock price  $5.89 
Contractual term (years)     3.0 - 5.0   
Risk-free rate   3.7 - 3.8 %
Volatility(1)   94.0% - 119.0% %
Exercise Price  $6.60-$8.25   
Dividend yield   0.00%