v3.26.1
DERIVATIVE LIABILITIES (Tables)
12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
SCHEDULE OF 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 
SCHEDULE OF 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 
SCHEDULE OF CHANGES IN FAIR VALUE OF COMPANY'S 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