Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements and Financial Instruments (Tables)

v3.23.3
Fair Value Measurements and Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2023
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:

 

 

 

September 30,
2023

 

Expected term (in years)

 

 

2.2

 

Expected dividend rate

 

 

1.7

%

Volatility

 

 

45.3

%

Risk-free interest rate

 

 

5.0

%

Strike price

 

$

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:

 

 

 

September 30,
2023

 

Expected term (in years)

 

 

3.7

 

Volatility

 

 

36.2

%

Risk-free interest rate

 

 

4.7

%

Stock price

 

$

7.15