v3.26.1
COMMON STOCK AND WARRANTS (Tables)
3 Months Ended
Mar. 31, 2026
Equity [Abstract]  
SCHEDULE OF ESTIMATED FAIR VALUE OF WARRANT SHARES ASSUMPTIONS

The fair value of the warrant liabilities was determined using a Black-Scholes option pricing model. The assumptions used to perform the calculations are detailed below:

 

Month  Expected volatility (%) (*)   Risk free interest rate   Expected dividend yield   Expected term of options (years)   Exercise price (US dollars)   Share price (US dollars)   Fair value (U.S. dollars) 
March 31, 2026   158.94%   3.92%   0.0%   4.25   $36.4   $4.62   $41 

 

(*)The expected volatility was based on the historical volatility of the share price of the Company.