BlueRiver Acquisition Corp. Registration of securities issued in business combination transactions

Related Party Transactions (Tables)

9 Months Ended

Sep. 30, 2023

The fair value of the founders shares was based on the following significant inputs:

	January 25, 2023
Share price at grant date	$	10.03
Risk-free interest rate		4.67	%
Remaining life of SPAC (assuming the Extended Date)		0.52
Value in no De-SPAC scenario	$	10.39
Probability of transaction		50	%
Discount rate		5	%

	July 25, 2023
Share price at grant date	$	10.71
Risk-free interest rate		5.43	%
Remaining life of SPAC (assuming the Extended Date)		0.53
Value in no De-SPAC scenario	$	10.60
Probability of transaction		50	%
Discount rate		5	%