Perimeter Acquisition Corp. I Fair Value Disclosure
NOTE 7. FAIR VALUE MEASUREMENTS
The fair value of the Public Warrants is $1,907,850, or $0.158 per Public Warrant. The fair value of Public Warrants was determined using Monte Carlo Simulation Model. The Public Warrants 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 Level 3 valuation of the Public Warrants:
| May 14, 2025 | ||||
| Underlying stock price | $ | |||
| Exercise price | $ | |||
| Volatility | 5.20 | % | ||
| Remaining term (years) | 7.01 | |||
| Risk-free rate | 4.26 | % | ||
| Pre-adjusted value per share | $ | |||
| Implied market adjustment | 10.0 | % | ||
Want the next Perimeter Acquisition Corp. I fair value disclosure the moment it drops?
Set a Sentinel and we'll alert you the moment Perimeter Acquisition Corp. I's next filing hits EDGAR. No credit card, your email never gets sold.
About Fair Value Disclosures
Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.
Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.