v3.26.1
Convertible Promissory Notes, Net (Tables)
 3 Months Ended
Mar. 31, 2026
Convertible Promissory Notes, Net [Abstract]  
Schedule of Derivative Liability

The Company valued the derivative liability relating to the embedded conversion features using the Black Scholes Model using the following assumptions on the respective dates of the Debentures:

 

   December 31,
2025		   February 26,
2026		   March 31,
2026		 
Stock price  $0.0100    0.0061    0.0052 
Estimated exercise price   0.0095    0.0058    0.0049 
Term (years)   2.5    2.5    2.5 
Annual volatility   43.81%   44.46%   44.67%
Risk free rate   3.55%   3.46%   3.81%
Dividend yield   0%   0%   0%
Estimated warrant amount*   262,500,000    49,180,328    562,500,000 
Fair value of warrants  $722,192   $85,296   $789,788 

 

  * Amounts at December 31, 2025 and March 31, 2026 represent the total estimated number of warrants.
Schedule of Convertible Promissory Notes, Net Related Derivative Liability

The Company’s activity in its convertible promissory notes, net related derivative liability was as follows for the period ended March 31, 2026:

 

Balance of derivative liability at January 1, 2025  $
-
 
Grant of warrants   751,640 
Change in fair value of warrant derivative liability   (29,448)
Balance of derivative liability at December 31, 2025  $722,192 
Grant of warrants   85,296 
Change in fair value of warrant derivative liability   (17,700)
Balance of derivative liability at March 31, 2026  $789,788