v3.26.1
Stockholders’ Equity (Tables)
6 Months Ended
Jun. 30, 2026
Stockholders' Equity Note [Abstract]  
Schedule of Black-Scholes Option Pricing Model

The fair value of the Common Warrant was calculated using the Monte Carlo Simulation Model. The assumptions used to perform the calculations are detailed below:

 

   February 24,
2026
   June 30,
2026
 
Expected volatility (%)   85.6%   92.4%
Risk-free interest rate (%)   3.61%   4.18%
Expected dividend yield   0.0%   0.0%
Expected term (years)   5    4.66 
Conversion price (U.S. dollars)   2.130    2.130 
Underlying share price (U.S. dollars)   2.130    0.171 
Fair value (U.S. dollars in thousands)   25,429    124,387