v3.25.3
Warrant Liabilities (Tables)
9 Months Ended
Sep. 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  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%