FAIR VALUE MEASUREMENTS - Schedule of Key Inputs of Public Warrants (Details) - Nonrecurring - Public Warrant - Level 3 |
Feb. 25, 2026
$ / shares
Y
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Aug. 19, 2025
USD ($)
$ / shares
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|---|---|---|
| FAIR VALUE MEASUREMENTS | ||
| Fair value of warrants | $ | $ 2,632,000 | |
| Fair value per warrant | $ 0.32 | |
| Underlying stock price | ||
| FAIR VALUE MEASUREMENTS | ||
| Warrants, measurement input | 9.84 | |
| Exercise price | ||
| FAIR VALUE MEASUREMENTS | ||
| Warrants, measurement input | 11.5 | |
| Volatility | ||
| FAIR VALUE MEASUREMENTS | ||
| Warrants, measurement input | 0.035 | |
| Probability of de-SPAC and market adjustment | ||
| FAIR VALUE MEASUREMENTS | ||
| Warrants, measurement input | 0.30 | |
| Risk-free rate | ||
| FAIR VALUE MEASUREMENTS | ||
| Warrants, measurement input | 0.0381 | |
| Expected term (years) | ||
| FAIR VALUE MEASUREMENTS | ||
| Warrants, measurement input | Y | 7 |
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- Definition Fair value per outstanding derivative security that permit the holder the right to purchase securities (usually equity) from the issuer at a specified price. No definition available.
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2003/role/exampleRef
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- Definition Value of outstanding derivative securities that permit the holder the right to purchase securities (usually equity) from the issuer at a specified price. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition Value of input used to measure outstanding warrant and right embodying unconditional obligation requiring redemption by transferring asset at specified or determinable date or upon event certain to occur. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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