Quarterly report [Sections 13 or 15(d)]

Stock Warrants, Earnout Shares and Contingent Consideration (Tables)

v3.26.3
Stock Warrants, Earnout Shares and Contingent Consideration (Tables)
9 Months Ended
Sep. 30, 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:
September 30, 2026 December 31, 2025
Expected volatility 75.50  % 76.10  %
Risk-free interest rate 5.08  % 3.79  %
Dividend rate 0.00  % 0.00  %
Expected term (in years) 4.86 5.61
Assumptions used in the valuation of the Delta Warrant are as follows:
September 30, 2026 December 31, 2025
Expected volatility 75.70  % 76.10  %
Risk-free interest rate 5.14  % 3.92  %
Dividend rate —  % —  %
Expected term (in years) 6.0 6.8
Schedule of Fair Value Measurement Inputs and Valuation Techniques Assumptions used in the valuation are as follows:
December 31, 2025
Expected volatility 35.70  %
Risk-free interest rate 3.41  %
Dividend rate 0.00  %
Expected term (in years) 0.66