v3.26.1
Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2026
Fair Value Disclosures [Abstract]  
Schedule of Quantitative Information Regarding Market Assumptions The Company estimated the volatility of its Ordinary Shares based on historical volatility that matched the expected remaining life of the Over-Allotment Option. The risk-free interest rate was based on the U.S. Constant Maturity Treasury rates on the grant date for a maturity similar to the expected remaining life of the Over-Allotment Option. The expected life of the Over-Allotment Option was assumed to be equivalent to their remaining contractual term.
   June 4,
2026
   June 10,
2026
 
Underlying stock price  $9.97   $9.97 
Exercise price  $10.00   $10.00 
Volatility   3.20%   3.90%
Time to expiration (years)   0.12    0.12 
Risk-free rate   3.71%   3.69%

The following table presented the quantitative information regarding market assumptions used in the Level 3 valuation of the Public Rights and Private Placement Rights:

 

   June 4,
2026
   June 10,
2026
 
Implied Ordinary share price  $9.86   $9.88 
Volatility   4.00%   4.00%
Expected term to de-SPAC (years)   1.75    1.75 
Probability of de-SPAC and instrument-specific market adjustment   11.00%   11.00%
Risk-free rate   4.07%   4.07%
Schedule of Fair Value Hierarchy of Valuation Inputs Company Utilized to Determine Such Fair Value

The following table presented information about the Company’s assets that were measured at fair value as of June 30, 2026 and December 31, 2025 and indicated the fair value hierarchy of the valuation inputs the Company utilized to determine such fair value:

 

   Level  June 30,
2026
   December 31,
2025
 
Marketable securities held in Trust Account  1  $145,165,937   $