v3.26.1
Warrants (Tables)
6 Months Ended
Jun. 30, 2026
Private Placement Warrants  
Warrants [Line Items]  
Schedule of Fair Value Assumptions of Warrants At the Closing, the Private Placement Warrants were fair valued at $1,413, utilizing a Black-Scholes-Merton model, with the following assumptions:

 

 

 

Closing Date

 

Stock Price

 

$

5.16

 

Volatility

 

 

27.50

%

Risk free interest rate

 

 

4.23

%

Exercise price

 

$

11.50

 

Time to maturity - years

 

 

5

 

Hadron Private Warrants  
Warrants [Line Items]  
Schedule of Fair Value Assumptions of Warrants At the Closing, the Hadron Private Warrants were fair valued at $6,000, utilizing a Monte Carlo Simulation, with the following assumptions:

 

 

 

Closing Date

 

Stock Price

 

$

5.16

 

Risk free interest rate

 

 

4.23

%

Exercise price

 

$

12.00

 

Short term volatility (through reset date)

 

 

27.5

%

Implied Remaining Term Volatility (reset date through termination)

 

 

27.5

%

Time to exercise price reset - years

 

 

1

 

Time to maturity - years

 

 

5