v3.25.2
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Tables)
9 Months Ended
Jun. 30, 2025
Accounting Policies [Abstract]  
SCHEDULE OF DERIVATIVE LIABILITY ON CONVERTIBLE NOTES USING BLACK SCHOLES PRICING MODEL

The Black Scholes pricing model used to determine the Derivative Liability on convertible notes issued by the Company in which an embedded derivative is recognized as of June 30, 2025 utilized the following inputs:

 SCHEDULE OF DERIVATIVE LIABILITY ON CONVERTIBLE NOTES USING BLACK SCHOLES PRICING MODEL

Schedule of Derivative liability    
Risk Free Interest Rate   4.24%
Expected Term   0.18 – (5.16) Yrs 
Expected Volatility   184.01%
Expected Dividends    
SCHEDULE OF FAIR VALUE HIERARCHY MEASURED AT RECURRING BASIS

As of June 30, 2025, the following table represents the Company’s fair value hierarchy for items that are required to be measured at fair value on a recurring basis:

SCHEDULE OF FAIR VALUE HIERARCHY MEASURED AT RECURRING BASIS 

   Level 1   Level 2   Level 3 
Investment Securities (Related Party)   -       -      $17,733 

 

As of September 30, 2024, the following table represents the Company’s fair value hierarchy for items that are required to be measured at fair value on a recurring basis:

 

   Level 1   Level 2   Level 3 
Investment Securities (Related Party)   -       -      $17,733