v3.26.1
Fair Value Measurements
6 Months Ended
Jun. 30, 2026
Fair Value Disclosures [Abstract]  
Fair Value Measurements

Note 8 --- Fair Value Measurements

 

The fair value of the Public Warrants issued in the Initial Public Offering was $2,824,688, or $0.39 per Public Warrant. The fair value of the Public Warrants was determined using a call option pricing analysis under the Black-Scholes model (Level 3). The Public Warrants issued in the Initial Public Offering have been classified within shareholders’ deficit and will not require remeasurement after issuance. The following table presents the quantitative information regarding market assumptions used in the valuation of the Public Warrants issued in the Initial Public Offering as of December 8, 2025:

 

Traded price of Unit  $10.00 
Expected term to initial Business Combination (years)   1.5 
Probability of initial Business Combination   30%
Risk-free rate   3.86%