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FAIR VALUE MEASUREMENT
12 Months Ended
Dec. 31, 2025
Fair Value Disclosures [Abstract]  
FAIR VALUE MEASUREMENT

NOTE 7. FAIR VALUE MEASUREMENT

 

Yorkville Convertible Notes Payable

 

The Company follows the guidance in ASC 820 Fair Value Measurements and Disclosures for its financial assets and liabilities that are re-measured and reported at fair value at each reporting period, and non-financial assets and liabilities that are re-measured and reported at fair value at least annually. The estimated fair value of the Yorkville convertible notes payable represents a Level 3 measurement. See Note 8 for information relating to the Yorkville convertible notes payable.

 

The following table presents information about the Company’s financial instruments that are measured at fair value on a recurring basis at December 31, 2025 and December 31, 2024, and indicates the fair value hierarchy of the valuation inputs the Company utilized to determine such fair value:

  

Description  Level   December 31, 2025   December 31, 2024 
Liabilities:               
Yorkville convertible note (tranche #1)   3   $498,203   $     
Yorkville convertible note (tranche #2)   3    488,433     
Yorkville convertible note (tranche #3)   3    660,027     
Total fair value       $1,646,663   $ 

 

The measurement of fair value of the Yorkville convertible notes payable was determined utilizing a Monte Carlo simulation considering all relevant assumptions (i.e., share price, term, volatility, risk-free rate, and probability of optional redemption). Refer to Note 8 for further details.

 

For the year ended December 31, 2025, the Company recognized a gain of $702,707 resulting from changes in the fair value of the Yorkville convertible notes payable.

 

The following table sets forth a summary of the changes in the fair value of the Yorkville convertible notes payable, which is a Level 3 financial liability measured at fair value on a recurring basis:

  

   Fair Value 
Balance at December 31, 2024  $ 
Issuance of Yorkville convertible note (tranche #1)   500,000 
Issuance of Yorkville convertible note (tranche #2)   500,000 
Issuance of Yorkville convertible note (tranche #3)   2,000,000 
Conversion of Yorkville #3 principal and accrued interest   (621,370)
Payments on convertible note payable, net   (29,260)
Change in fair value   (702,707)
Balance at December 31, 2025  $1,646,663