CLASS B COMMON STOCK OF ECRC (Details) - $ / shares |
12 Months Ended | ||
|---|---|---|---|
Jun. 30, 2025 |
Jun. 30, 2024 |
Jun. 30, 2023 |
|
| Business Combination [Line Items] | |||
| Implied volatility of public warrants | 67.30% | 63.20% | |
| Risk-free rate | 4.44% | 4.25% | |
| Measurement Input, Exercise Price [Member] | Valuation Technique, Option Pricing Model [Member] | Earnout [Member] | |||
| Business Combination [Line Items] | |||
| Closing common share price | $ 2.33 | $ 1.73 | $ 5.03 |
| Term (expiry) | Mar. 17, 2033 | Mar. 17, 2033 | Mar. 17, 2033 |
| Implied volatility of public warrants | 75.00% | 65.00% | 33.50% |
| Risk-free rate | 4.04% | 4.35% | 3.83% |
| X | ||||||||||
- Definition The element represents sharebased compensation arrangement by sharebased payment award fair value assumptions expected term2. No definition available.
|
| X | ||||||||||
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. 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 Price of a single share of a number of saleable stocks of a company. No definition available.
|
| X | ||||||||||
- Details
|
| X | ||||||||||
- Details
|
| X | ||||||||||
- Details
|