v3.26.1
Notes Receivable (Tables)
3 Months Ended
Mar. 31, 2026
Notes Receivable [Abstract]  
Schedule of Fair Value of the Convertible Notes Receivable The fair value of the convertible notes receivable was estimated using a Monte Carlo Model with the following assumptions:
Evofem stock price  $0.0088 
Risk free interest rate   3.70%
Expected life in years   0.5 
Expected volatility   54.7%

For the three months ended March 31, 2026, the fair value of each warrant granted with the convertible notes receivable was estimated using the assumption and/or factors in the Monte-Carlo Model as follows:

 

Exercise price   $ 0.0154  
Expected dividend yield     0 %
Risk free interest rate     3.87-3.88 %
Expected life in years     4.02-4.24  
Expected volatility     160-163 %
Schedule of Changes in the Evofem Notes

The following table sets forth a summary of the changes in the Evofem Notes:

 

   For the
three months
ended
March 31, 2026
 
As of December 31, 2025  $3,899,859 
Change in fair value of Evofem notes   107,805 
As of March 31, 2026  $4,007,664