v3.26.1
Investment in Associate at Fair Value (Tables)
6 Months Ended
Jun. 30, 2026
Investment in Associate at Fair Value [Line Items]  
Schedule of Assumptions and Estimates Value

The following table summarizes the assumptions and estimates used to value the Alpha Tau Warrants as of June 30, 2026 and December 31, 2025:

 

    As of  
Parameters and Assumptions   June 30,
2026
    December 31,
2025
 
Share Price   $ 12.58     $ 4.95  
Exercise Price     $ 3.47-3.9       $ 3.47-3.9  
Expected Term     1.32       1.81  
Volatility     58.64 %     49.04 %
Risk Free Rate     3.98 %     3.47 %
Dividend Rate     0 %     0 %

The following table summarizes the assumptions and estimates used to value the A&R Warrants as of March 25, 2026 and June 30, 2026:

 

Parameters and Assumptions   June 30,
2026
    March 25,
2026
 
Share Price   $ 7.66     $ 6.53  
Exercise Price     5.40       5.40  
Expected Term     4.74       5.00  
Volatility     77.44 %     85.33 %
Risk Free Rate     4.18 %     3.97 %
Dividend Rate     0 %     0 %

The following table summarizes the assumptions and estimates used to value the Initial Note as of March 25, 2026 and the A&R Note as of June 30, 2026:

 

Parameters and Assumptions   June 30,
2026
    March 25,
2026
 
Share Price   $ 7.66     $ 6.53  
Exercise Price     5.40       5.40  
Expected Term     2.74       3.00  
Volatility     91.85 %     88.97 %
Risk Free Rate     4.13 %     3.85 %
Yield     32 %     32 %

 

Schedule of Financial Information

The following presents summarized financial information related to Alpha Tau as of June 30, 2026. Alpha Tau is a publicly traded company listed on the Nasdaq Capital Market, and its financial information is based on publicly available filings.

 

    Six months
ended
June 30,
2026
 
Net loss   $ 68,752  

The following presents summarized financial information related to Lifeward for the three-month period ended March 31, 2026, based on its publicly available financial information as of August 10, 2026. Lifeward is a publicly traded company listed on the Nasdaq Capital Market, and its financial information is based on publicly available filings.

 

    Three month
ended
March 31,
2026
 
Net loss   $ 10,793