The bridge is already burned with the CEO, and your unlikely to burn the bridge any worse with your direct boss/coworkers by quiting immediately versus a few days/a week later. Might actually gain some respect from them which could net you a job later down the line at another firm one of your coworkers ends up at!
That being said, its all corporate politics, so it is hard to derisk it, and you should try to be aware of as much of the political situation as possible before making a move.
Edit: added last paragraph to clarify.