XML 182 R39.htm IDEA: XBRL DOCUMENT v3.25.2

Warrants (Tables)

3 Months Ended

Mar. 31, 2025

Warrants and Rights Note Disclosure [Abstract]

Schedule of Black Scholes Option Pricing Model for Fair Value of Common Stock Warrants

The assumptions used in the Black-Scholes option pricing model to fair value the common stock warrants were as follows:

		As of March 31, 2025
Risk-free rate			4.3	%
Expected life (in years)			5.0
Expected volatility			60.0	%
Dividend yield			—	%
Weighted average fair value of common stock		$	3.34

X

- Definition

Schedule of black scholes option pricing model for fair value of common stock warrants.

+ References

No definition available.

+ Details

Name:	bzai_ScheduleOfBlackScholesOptionPricingModelForFairValueOfCommonStockWarrantsTableTextBlock
Namespace Prefix:	bzai_
Data Type:	dtr-types:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- References

No definition available.

+ Details

Name:	us-gaap_WarrantsAndRightsNoteDisclosureAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration