The
key inputs for the warrant liability were as follows as of initial valuation on November 4, 2025:
SCHEDULE
OF KEY INPUTS WARRANT LIABILITY
| Key
Valuation Inputs | |
| |
| Expected term (years) | |
| 2.00 | |
| Annualized volatility | |
| 92.27 | % |
| Risk-free interest rate | |
| 3.58 | % |
| Series C Convertible Preferred Stock
per Share Value | |
$ | 1,177.54 | |
| Dividend yield | |
| 0.00 | % |
| Exercise price | |
$ | 10,000.00 | |
The
key inputs for the warrant liability were as follows as of December 31, 2025:
| Key
Valuation Inputs | |
| |
| Expected term (years) | |
| 1.84 | |
| Annualized volatility | |
| 86.25 | % |
| Risk-free interest rate | |
| 3.47 | % |
| Series C Convertible Preferred Stock
per Share Value | |
$ | 950.25 | |
| Dividend yield | |
| 0.00 | % |
| Exercise price | |
$ | 10,000.00 | |
The
following table sets forth a summary of the changes in the fair value of the Level 3 warrant liability for the six months ended December
31, 2025:
| | |
Warrant
Liability | |
| Fair value as of June 30, 2025 | |
$ | - | |
| Initial fair value of warrant
liability upon issuance | |
| 882,345 | |
| Change in fair value
of warrant liability | |
| (593,710 | ) |
| Fair value as
of December 31, 2025 | |
$ | 288,635 | |
|