Company: PFSA
Filing Date: 2025-08-14
Form Type: 10-Q
Source: 0001213900-25-076861
Chunk: 133

Company: Profusa, Inc.
Filing Date: 2025-08-14
Form: 10-Q
Item: Part I, Item 8
Chunk 133
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 June 30, 2025 and December 31, 2024:

    June 30, 2025  
    December 31, 2024 
  
    Input 

    Risk-free interest rate 
     4.22% 
     4.18%
  
    Expected term (years) 
     0.61  
     0.89 
  
    Expected volatility 
     De minimis% 
     De minimis%
  
    Exercise price 
    $11.50  
    $11.50 
  
    Fair value of Common stock 
    $12.52  
    $12.12 

The key inputs into the Monte Carlo simulation
model for the convertible promissory note were as follows at June 30, 2025 and December 31, 2024:

    June 30, 2025  
    December 31, 2024 
  
    Input 

    Risk-free interest rate 
     4.28% 
     4.18%
  
    Expected term (years) 
     0.05  
     0.27 
  
    Expected volatility 
     De minimis% 
     De minimis%
  
    Exercise price 
    $11.50  
    $11.50 
  
    Fair value of Common stock 
    $12.52  
    $12.12 

The key inputs into the Monte Carlo simulation
model for the securities purchase agreement were as follows at June 30, 2025 and December 31, 2024:

    June 30, 2025  
    December 31, 2024 
  
    Input 

    Risk-free interest rate 
     3.83% 
     — 
  
    Expected term (years) 
     1.59  
     — 
  
    Expected volatility 
     4.84% 
     — 
  
    Exercise price 
    $11.50  
     — 
  
    Fair value of Common stock 
    $12.52  
     — 

22

The following table provides a summary of the
changes in the fair value of the Company’s Level 3 financial instruments that are measured at fair value on a recurring basis for
the three and six months ended June 30, 2025 and 2024:

    Private Placement Warrants  
    Representative’s Warrants