v3.25.2
Derivative Liabilitites (Tables)
3 Months Ended
Mar. 31, 2025
Derivative Liabilitites [Abstract]  
Schedule of Changes in the Derivative Liabilities

The following table summarizes the changes in the derivative liabilities related to convertible note and warrants during the three months ended March 31, 2025: 

 

    Three Months ended 
    March 31 
    2025 
Expected conversion price  $0.00072 - 0.00084 
Expected term   0.12 -0.75 years 
Expected average volatility   245% - 265% 
Expected dividend yield   
-
 
Risk-free interest rate   4.03% -4.13% 
Schedule of Estimated Fair Values of the Liabilities Measured on a Recurring Basis

For the three months ended March 31, 2025, the estimated fair values of the liabilities measured on a recurring basis are as follows: 

 

Fair Value Measurements Using Significant Observable Inputs (Level 3)
     
Balance - December 31, 2024  $105,337 
      
Addition of new derivatives recognized as debt discounts   50,000 
Addition of new derivatives recognized as loss on derivatives   91,456 
Change in fair value of the derivative   (140,272)
Balance - March 31, 2025  $106,521 
Schedule of Loss on Derivatives

The aggregate loss on derivatives during the three months ended March 31, 2025 and 2024 as follows:

 

   Three Months Ended 
   March 31, 
   2025   2024 
Day one loss due to derivative liabilities on convertible note  $91,456   $
-
 
(Gain) loss on change in fair value of the derivative liabilities   (140,272)   115,296 
   $(48,816)  $115,296