v3.26.1
FAIR VALUE MEASUREMENTS (Tables)
6 Months Ended
Jun. 30, 2026
FAIR VALUE MEASUREMENTS  
Schedule of quantitative information regarding market assumptions used in the Level 3 valuation of the Public Warrants

  ​ ​ ​

January 7, 2026

 

Implied Class A share price

$

9.84

Exercise price

$

11.50

Expected term to de-SPAC (years)

 

2.0

Warrant term

 

7.0

Probability of de-SPAC and market adjustment

 

40.0

%

Risk-free rate (continuous)

 

3.89

%

Selected volatility

 

5.0

%