SCHEDULE OF BLACK-SCHOLES OPTION PRICING MODEL TO WARRANTS GRANTED ASSUMPTION (Details) |
3 Months Ended | 12 Months Ended |
|---|---|---|
Mar. 31, 2025 |
Dec. 31, 2024 |
|
| Expected term, in years | 4 years 21 days | |
| Expected volatility | 50.45% | |
| Risk-free interest rate | 4.39% | |
| Dividend yield | ||
| Warrant [Member] | ||
| Expected term, in years | 5 years | |
| Expected volatility | 54.41% | |
| Risk-free interest rate | 4.01% | |
| Dividend yield |
| X | ||||||||||
- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
|
| X | ||||||||||
- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
|
| X | ||||||||||
- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
|
| X | ||||||||||
- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
|
| X | ||||||||||
- Details
|