v3.25.2
Fair Value Measurements (Tables)
7 Months Ended
Jun. 30, 2025
Fair Value Measurements  
Schedule of quantitative information regarding market assumptions

    

February 28, 2025

 

Valuation date price

$

9.89

Strike price

$

11.50

Expected time until merger (years)

 

1.50

Time remaining post-merger (years)

 

5.00

Probability of merger closing

 

25.00

%

Effective expected warrant term

 

2.75

Peer implied volatility

 

7.55

%

Risk-free rate (term matched)

 

3.97

%