v3.25.3
Warrant Liabilities (Tables)
9 Months Ended
Sep. 30, 2025
Warrant Liabilities [Abstract]  
Summary 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

 

September 30, 2025

 

 

 

 

 

Stock price

 

$

2.94

 

Contractual term (years)

 

2.75 - 4.89

 

Risk-free rate

 

0% - 3.7%

 

Volatility(1)

 

98% - 128%

 

Exercise Price

 

$2.50-$3.13

 

Dividend yield

 

 

0.00

%