ARKO Corp. Annual report pursuant to Section 13 and 15(d)

Annual report pursuant to Section 13 and 15(d)

Fair Value Measurements and Financial Instruments (Tables)

Fair Value Measurements and Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2021

Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items]

Fair Value Measurement Inputs and Valuation Techniques

The Ares Put Option has been recorded at its fair value based on a Monte Carlo pricing model with the following material assumptions based on observable and unobservable inputs:


	As of December 31,
	2021			2020

Expected term (in years)		1.2			2.2
Volatility		30.1	%		35.6	%
Risk-free interest rate		0.4	%		0.1	%
Strike price	$	12.935		$	12.935

Private Warrants [Member]

Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items]

Fair Value Measurement Inputs and Valuation Techniques

The Private Warrants have been recorded at fair value based on a Black-Scholes option pricing model with the following material assumptions based on observable and unobservable inputs:


	As of December 31,
	2021			2020

Expected term (in years)		4.0			5.0
Volatility		36.3	%		30.1	%
Risk-free interest rate		1.1	%		0.4	%
Strike price	$	11.50		$	11.50

Deferred Shares [Member]

Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis Valuation Techniques [Line Items]

Fair Value Measurement Inputs and Valuation Techniques

The Deferred Shares have been recorded at fair value based on a Monte Carlo pricing model with the following material assumptions based on observable and unobservable inputs:


	As of December 31,
	2021			2020

Expected term (in years)		5.4			6.4
Volatility		35.9	%		37.4	%
Risk-free interest rate		1.3	%		0.6	%
Stock price	$	8.77		$	9.00