v3.25.1
DERIVATIVE LIABILITIES (Tables)
12 Months Ended
Dec. 31, 2024
Derivative Liabilities  
SCHEDULE OF DERIVATIVE LIABILITIES

The Company used the Black-Scholes pricing model to estimate the fair value of its embedded conversion option and warrant liabilities on both the commitment date and the remeasurement date with the following inputs:

 

   December 31, 2024   December 31, 2023 
Exercise price  $       -   $0.0133 
Expected volatility   -%   460%
Risk-free interest rate   -%   4.64%
Expected term (in years)   -    1.0 
Expected dividend rate   -%   0%