WARRANT LIABILITY (Tables) |
3 Months Ended | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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Mar. 31, 2026 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Warrant Liability | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| SCHEDULE OF FAIR VALUE OF WARRANTS | The fair value of warrants is as follows:
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| SCHEDULE OF UNREALIZED GAINS AND LOSSES ASSOCIATED WITH WARRANTS | Unrealized gains and losses associated with warrants are as follows:
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| SCHEDULE OF HIERARCHY WARRANT LIABILITIES FAIR VALUE | The valuation inputs hierarchy classification for liabilities measured at fair value on a recurring basis are summarized below as of March 31, 2026 and December 31, 2025 (in thousands). See Note 6. Investment Securities, Available-For-Sale and Fair Value Measurements, for discussion of the fair value level hierarchy.
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| SCHEDULE OF ACTIVITY RELATED TO WARRANT LIABILITY | Activity related to the warrant liability during the three months ended March 31, 2026 and 2025 is as follows:
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| SCHEDULE OF INPUTS AND ASSUMPTIONS FOR VALUATIONS | The fair value of the warrants is measured using the Black-Scholes option pricing model as of the measurement dates. The table below lists the inputs and assumptions for the Company’s valuations as of March 31, 2026 and December 31, 2025:
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