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

Note 9 – Fair Value Measurements

 

Upon consummating the Initial Public Offering on July 17, 2025, the Public Warrants were valued using a Black-Scholes Simulation Model, resulting in a fair value of $3,092,629. The Public Warrants were valued using Level 3 inputs and 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:

 

   July 17,
2025
 
Implied Class A Ordinary Share price  $9.86 
Exercise price  $11.50 
Simulation term (years)   6.75 
Risk-free rate   4.19%
Selected volatility   2.80%
Calculated value per Warrant  $0.36 
Market adjustment   30.20%