v3.26.1
FAIR VALUE OF FINANCIAL INSTRUMENTS (Tables)
3 Months Ended
Mar. 31, 2026
Fair Value Disclosures [Abstract]  
Schedule of Key Assumptions used in the Black-Scholes Option Pricing Model to Fair Value of the Common Stock Warrants Liability

The key assumptions used in the Black-Scholes option pricing model to fair value the common stock warrants liability are as follows:

 

 

March 31, 2026

 

 

December 31, 2025

 

Stock Price

 

$

1.08

 

 

$

0.98

 

Risk Free interest rate

 

 

3.86

%

 

 

3.65

%

Expected dividend yield

 

 

 

 

 

 

Term (years)

 

 

3.87

 

 

 

4.12

 

Expected volatility

 

 

60.00

%

 

 

60.00

%