v3.26.1
DERIVATIVE LIABILITIES
12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
DERIVATIVE LIABILITIES

13. DERIVATIVE LIABILITIES

 

As a result of the change in the Company’s functional currency as discussed in Note 2, “Basis of Presentation,” effective April 1, 2025, the derivative liabilities, consisting of warrant liabilities and the debenture conversion features were reclassified to equity.

 

Warrant Liabilities

 

As of April 1, 2025, the Company utilized the Monte Carlo option-pricing model to value the warrant liabilities. The warrant liabilities reclassified to equity as of April 1, 2025, as well as the assumptions used by the Company to value the warrant liabilities are summarized in the table below:

 

       Monte-Carlo Option Pricing Assumptions - April 1, 2025     
   No. of Warrants   Stock Price   Dividend Yield   Expected Volatility   Risk Free Rate of Return   Expected Term   FV of Warrant Liability 
1st Tranche   91   $1.10    0.00%   105.00%   3.90%   0.75   $761 
2nd Tranche   59   $1.10    0.00%   105.00%   3.72%   1.80    591 
3rd Tranche   689   $1.10    0.00%   105.00%   3.89%   2.05    4,230 
4th Tranche   2,207   $1.10    0.00%   100.00%   3.89%   2.17    12,380 
5th Tranche   3,712   $1.10    0.00%   105.00%   3.89%   2.39    22,560 
6th Tranche   2,437   $1.10    0.00%   105.00%   3.89%   2.53    15,670 
7th Tranche   6,016   $1.10    0.00%   105.00%   3.89%   2.64    36,620 
Jan-25 Tranche   212,256   $1.10    0.00%   100.00%   3.90%   3.30    1,364,830 
Mar-25 Tranche   47,907   $1.10    0.00%   100.00%   3.91%   3.47    329,850 
Warrant Liability Reclassified to equity                                $1,787,492 

 

As of December 31, 2024, the Company utilized the Monte Carlo option-pricing model to value the warrant liabilities. The warrant liabilities reflected on the December 31, 2024 consolidated balance sheet, as well as the assumptions used by the Company to value the warrant liabilities are summarized in the table below:

 

       Monte-Carlo Option Pricing Assumptions - December 31, 2024     
   No. of Warrants   Stock Price   Dividend Yield   Expected Volatility   Risk Free Rate of Return   Expected Term   FV of Warrant Liability 
1st Tranche   91   $2.37    0.00%   90.00%   4.16%   1.00   $756 
2nd Tranche   59   $2.37    0.00%   95.00%   4.21%   1.55    596 
3rd Tranche   689   $2.37    0.00%   95.00%   4.26%   2.30    8,125 
4th Tranche   2,207   $2.37    0.00%   90.00%   4.20%   2.42    25,621 
5th Tranche   3,712   $2.37    0.00%   95.00%   4.26%   2.64    47,444 
6th Tranche   2,437   $2.37    0.00%   95.00%   4.27%   2.78    30,268 
7th Tranche   6,016   $2.37    0.00%   95.00%   4.27%   2.89    79,052 
December 31, 2024 Warrant Liability - Debentures                                $191,860 
Fair value of Equity Warrants                                 42 
December 31, 2024 Warrant Liability                                $191,902 

 

Debenture Convertible Feature

 

As of April 1, 2025 the Company utilized the Monte Carlo option-pricing model to value the debenture conversion feature. The liability reclassified to equity as of April 1, 2025, as well as the assumptions used by the Company to value the debenture conversion feature are summarized in the table below:

 

   Monte-Carlo Option Pricing Assumptions - April 1, 2025     
   Stock Price   Dividend Yield   Expected Volatility   Risk Free Rate of Return   Discount Rate   Expected Term   FV of Conversion Feature 
1st Tranche  $1.10    0.00%   100.00%   3.82%   12.25%   0.15   $2,057 
2nd Tranche  $1.10    0.00%   100.00%   3.82%   12.25%   0.15    1,714 
4th Tranche  $1.10    0.00%   100.00%   4.01%   11.25%   1.17    91,000 
Jan-25 Tranche  $1.10    0.00%   100.00%   4.11%   11.25%   0.79    728,000 
Mar-25 Tranche  $1.10    0.00%   100.00%   4.04%   11.25%   0.98    165,000 
Conversion Feature Reclassified to equity                                $987,771 

 

 

As of December 31, 2024, the Company utilized the Monte Carlo option-pricing model to value the debenture conversion feature. The liability reflected on the December 31, 2024 balance sheet, as well as the assumptions used by the Company to value the debenture conversion feature are summarized in the table below.

 

   Monte-Carlo Option Pricing Assumptions - December 31, 2024     
   Stock Price   Dividend Yield   Expected Volatility   Risk Free Rate of Return   Discount Rate   Expected Term   FV of Conversion Feature 
1st Tranche  $0.47    0.00%   100.00%   5.03%   17.50%   1.00   $4,778 
2nd Tranche  $0.47    0.00%   105.00%   4.51%   17.50%   1.55    3,983 
4th Tranche  $0.47    0.00%   90.00%   4.20%   11.25%   1.42    285,000 
December 31, 2024 Conversion Feature                                $293,761 

 

During the year ended December 31, 2025, a debt extinguishment of $115,384 occurred for the increase in principal of Tranche 4 of 15%.

 

As of December 31, 2025, the IPO Warrants, Rep Warrants, and Private Placement Warrants (the “Equity Warrants”) are classified as equity due to the Company changing its functional currency to USD as of April 1, 2025. The strike prices of the warrants and the Company’s functional currency are both denominated in USD. The Company reassessed that the Equity Warrants met the classification criteria to be recorded as equity and the Equity Warrants were reclassified to additional-paid-in capital.

 

As of December 31, 2024, Equity Warrants were classified as Level 1 financial instruments, while the Debenture Warrants and Debenture Convertible Feature are classified as Level 3 financial instruments.

 

Changes in the fair value of Company’s Level 1 and 3 financial instruments for the year ended December 31, 2025 were as follows:

 

   Level 1   Level 3   Level 3     
   IPO and Rep Warrants   Debenture
Warrants
   Debenture Convertible Feature   Total 
Balance at December 31, 2024  $21   $191,880   $293,762   $485,663 
Additions   -    4,150,660    1,183,000    5,333,660 
Conversions   -    -    (74,186)   (74,186)
Change in fair value   -    (2,560,523)   (416,388)   (2,976,911)
Effect of exchange rate changes   -    1,693    1,584    3,277 
Reclassification to equity   (21)   (1,783,710)   (987,772)   (2,771,503)
Balance at December 31, 2025  $-   $-   $-   $- 

 

Changes in the fair value of Company’s Level 1 and 3 financial instruments for the year ended December 31, 2024 were as follows:

 

   Level 1   Level 3   Level 3     
   IPO and Rep Warrants   Debenture
Warrants
   Debenture Convertible Feature   Total 
Balance at December 31, 2023  $11,308   $955,000   $1,724,000   $2,690,308 
Additions   -    1,175,000    854,000    2,029,000 
Conversions   -    -    (2,703,836)   (2,703,836)
Expiries   (14,769)   -    -    (14,769)
Change in fair value   4,104    (1,890,135)   493,501    (1,392,530)
Effect of exchange rate changes   (622)   (47,985)   (73,903)   (122,510)
Balance at December 31, 2024  $21   $191,880   $293,762   $485,663 

 

Due to the expiry date of the warrants and conversion feature being subsequent to December 31, 2024, the liabilities have been classified as non-current.