Quarterly report [Sections 13 or 15(d)]

Stock Warrants, Earnout Shares and Contingent Consideration (Tables)

v3.26.1
Stock Warrants, Earnout Shares and Contingent Consideration (Tables)
3 Months Ended
Mar. 31, 2026
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:
March 31, 2026 December 31, 2025
Expected volatility 76.50  % 76.10  %
Risk-free interest rate 3.95  % 3.79  %
Dividend rate 0.00  % 0.00  %
Expected term (in years) 5.36 5.61
Assumptions used in the valuation of Delta Warrants are as follows:

March 31, 2026 December 31, 2025
Expected volatility 76.50  % 76.10  %
Risk-free interest rate 4.06  % 3.92  %
Dividend rate 0.00  % 0.00%
Expected term (in years) 6.5 6.8
Fair Value Measurement Inputs and Valuation Techniques Assumptions used in the valuation are as follows:
March 31, 2026 December 31, 2025
Expected volatility 34.40  % 35.70  %
Risk-free interest rate 3.68  % 3.41  %
Dividend rate 0.00  % 0.00  %
Expected term (in years) 0.41 0.66