Quarterly report pursuant to Section 13 or 15(d)

Stock Warrants and Earnout Shares (Tables)

v3.24.2.u1
Stock Warrants and Earnout Shares (Tables)
6 Months Ended
Jun. 30, 2024
Warrants and Rights Note Disclosure [Abstract]  
Schedule of Assumptions Used to Estimate Fair Value of The Total Earnout Shares Liability
Assumptions used in the valuation are as follows:
June 30, 2024 December 31, 2023
Expected volatility 76.30  % 75.30  %
Risk-free interest rate 4.33  % 3.90  %
Dividend rate —  % —  %
Expected term (in years) 7.11 7.61
Assumptions used in the valuation of Delta Warrants are as follows:
June 30, 2024 December 31, 2023
Expected volatility 76.30  % 75.30  %
Risk-free interest rate 4.33  % 3.90  %
Dividend rate —  % —  %
Expected term (in years) 8.3 8.8