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Term Debt (Tables)
6 Months Ended
Jun. 30, 2026
Changes in fair value of convertible loan  
Schedule of estimated the fair value of the warrants using inputs

The Company estimated the fair value of its Convertible Loan using the following inputs during the year ended December 31, 2025:

December 31, 2025

Discount rate

18.43%-24.37%

Probabilities of settlement scenarios

0%-100%

Volatility

76.40%-101.30%

Expected term (in years)

0.20-1.00

Risk-free rate

3.63%-4.19%

Outstanding warrants  
Changes in fair value of convertible loan  
Schedule of estimated the fair value of the warrants using inputs

The Company estimated the increase in the fair value of the warrants associated with the 2026 Debt and Warrant Amendments utilizing the Black-Scholes valuation model with the following assumptions:

Six Months Ended

June 30, 2026

Risk-free interest rate

3.53%-3.84%

Expected volatility

101.61%-119.38%

Expected term (in years)

0.01-5.01

Expected dividend yield

0%