v3.26.1
Fair Value Measurements
12 Months Ended
Dec. 31, 2025
Fair Value Measurements [Abstract]  
FAIR VALUE MEASUREMENTS

NOTE 9 — FAIR VALUE MEASUREMENTS

 

The following table presents information about the Company’s assets and liabilities that are measured at fair value at December 31, 2025 and 2024, and indicates the fair value hierarchy of the valuation inputs the Company utilized to determine such fair value:

 

       December 31,       December 31,
 
Description  Level   2025   Level   2024 
Assets:                  
Cash and investments held in Trust Account 1  $6,344,805  1  $44,332,605 
Liabilities:                  
Warrant liability – Private Placement Warrants 3  $7,318,675  3  $226,316 
Warrant liability – Public Warrants 1  $7,475,000  1  $231,150 

 

The Public Warrants and the Private Placement Warrants were accounted for as liabilities in accordance with ASC 815-40 and are presented within liabilities on the balance sheets. The warrant liabilities are measured at fair value at inception and on a recurring basis, with changes in fair value presented within change in fair value of warrant liabilities in the statements of operations.

 

Upon issuance, the Company used a Monte Carlo simulation model to value the Public Warrants. The Company utilized a modified Black-Scholes model to value the Private Placement Warrants. The Company allocated the proceeds received from (i) the sale of Units (which is inclusive of one Class A ordinary share and one-half of one Public Warrant), (ii) the sale of Private Warrants, and (iii) the issuance of Class B ordinary shares, first to the warrants based on their fair values as determined at initial measurement, with the remaining proceeds allocated to Class A ordinary shares subject to possible redemption (temporary equity) and Class B ordinary shares (permanent equity) based on their relative fair values at the initial measurement date. Upon issuance, the Public Warrants and the Private Placement Warrants were classified within Level 3 of the fair value hierarchy at the measurement dates due to the use of unobservable inputs. Inherent in pricing models are assumptions related to expected share-price volatility, expected life and risk-free interest rate. The Company estimates the volatility of its ordinary shares based on historical volatility that matches the expected remaining life of the warrants. The risk-free interest rate is based on the U.S. Treasury zero-coupon yield curve on the grant date for a maturity similar to the expected remaining life of the warrants. The expected life of the warrants is assumed to be equivalent to their remaining contractual term.

 

The subsequent measurements as of December 31, 2025 of the Public Warrants after the detachment of the Public Warrants from the Units are classified as Level 1 due to the use of an observable market quote in an active market. For periods subsequent to the detachment of the Public Warrants from the Units, the publicly traded closing price of the Public Warrants of $0.65 per warrant, was used as the fair value as of the relevant date. The terms of the Private Placement Warrants are analogous to the Public Warrants with the exception that they are not redeemable. As such, these warrants were valued using a modified Black-Scholes model.

 

The table below provides a summary of the changes in fair value, including net transfers in and/or out, of all financial assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during the years ended December 31, 2025 and 2024.

 

  Fair Value
  Measurement Using
   Level 3
  Inputs Total  
Balance, December 31, 2024$226,316 
Additions  
Change in fair value of derivative warrant liabilities 7,092,359 
Balance, December 31, 2025$7,318,675 

 

The key inputs into the Monte Carlo simulation model and the modified Black-Scholes model to value the derivative warrant liabilities were as follows:

 

   December 31,
2025
   December 31, 
2024
 
Share price  $11.80  $11.64 
Exercise price  $11.50  $11.50 
Risk-free interest rate   3.48%  4.19%
Expected life of warrants   1.16 years   1.32 years 
Expected volatility of underlying shares   de minimis  %  de minimis%
Dividend yield   0.00%  0.00%
Probability of business combination   80.00%  10.00%

 

As of December 31, 2025 and 2024, the derivative warrant liabilities were $14,793,675 and $457,466, respectively. In addition, for the years ended December 31, 2025 and 2024, respectively, the Company recorded a loss of $14,336,209 and $104,694 on the change in fair value of the derivative warrant liabilities on the statements of operations.