Shareholders' Equity - Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions (Details)	12 Months Ended
Jun. 30, 2024 $ / shares
Underlying value of common shares [Member] \| Minimum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Underlying value of common shares	$ 4.4
Underlying value of common shares [Member] \| Maximum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Underlying value of common shares	6.08
Exercise price [Member] \| Minimum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Exercise price	4.4
Exercise price [Member] \| Maximum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Exercise price	$ 6.08
Expected volatility [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Expected volatility	78.44%
Expected terms of the option [Member] \| Minimum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Expected terms of the option	5 years
Expected terms of the option [Member] \| Maximum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Expected terms of the option	7 years
Risk-free interest rate [Member] \| Minimum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Risk-free interest rate	4.04%
Risk-free interest rate [Member] \| Maximum [Member]
Schedule of Black-Scholes Option-Pricing Model Using the Following Assumptions [Line Items]
Risk-free interest rate	4.13%

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Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award.

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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.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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Price of a single share of a number of saleable stocks of a company.

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