v3.25.2
DERIVATIVE LIABILITIES (Tables)
6 Months Ended
Jun. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
SCHEDULE OF ESTIMATED FAIR VALUES OF THE LIABILITIES MEASURED ON A RECURRING BASIS

For the six months ended June 30, 2025, and the year ended December 31, 2024, the estimated fair values of the liabilities measured on a recurring basis are as follows:

 

    Six Months ended     Year ended  
    June 30    December 31, 
    2025    2024 
Term   0.05 - 1.00 years    0.01 - 1.12 years 
Expected average volatility   95% - 333%   0% - 304%
Expected dividend yield   -    - 
Risk-free interest rate   3.85% -4.22%   3.96% -5.39%
SCHEDULE OF CHANGES IN THE DERIVATIVE LIABILITIES

The following table summarizes the changes in the derivative liabilities during the three months ended June 30, 2025:

 

      
Fair Value Measurements Using Significant Observable Inputs (Level 3)
      
Balance - December 31, 2024  $319,337 
      
Addition of new derivatives recognized as debt discounts   (429,972)
Addition of new derivatives recognized as warrant   510,000 
Addition of new derivatives recognized as loss on derivatives   12,745,847 
Gain on change in fair value of the derivative   (7,193,325)
Balance - June 30, 2025  $5,951,887 
SCHEDULE OF AGGREGATE LOSS ON DERIVATIVES

The aggregate loss on derivatives during the six months ended June 30, 2025, and 2024 as follows.

 

   2025   2024 
   Six Months Ended 
   June 30, 
   2025   2024 
Day one loss due to derivative liabilities on convertible note  $12,745,847   $64,540 
Gain on change in fair value of the derivative liabilities   (7,193,325)   (39,861)
Total  $5,552,522   $24,679