Annual report [Section 13 and 15(d), not S-K Item 405]

Stock Warrants and Earnout Shares (Tables)

v3.25.0.1
Stock Warrants and Earnout Shares (Tables)
12 Months Ended
Dec. 31, 2024
Warrants and Rights Note Disclosure [Abstract]  
Schedule of Assumptions Used to Estimate Fair Value
Assumptions used in the valuation are as follows:
December 31, August 10,
2024 2023 2021
Expected volatility 74.80  % 75.30  % 62.20  %
Risk-free interest rate 4.46  % 3.90  % 1.36  %
Dividend rate 0.00  % 0.00  % 0.00  %
Expected term (in years) 6.61 7.61 10.00
Assumptions used in the valuation of Delta Warrants are as follows:
December 31, October 7,
2024 2023 2022
Expected volatility 74.80  % 75.30  % 72.20  %
Risk-free interest rate 4.51  % 3.90  % 3.89  %
Dividend rate 0.00  % 0.00  % 0.00  %
Expected term (in years) 7.80 8.80 10.00