v3.26.1
Derivative Liabilities (Tables)
3 Months Ended
Mar. 31, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Estimate Fair Value of Derivative Liabilities

The Company used the following key assumptions to estimate the fair value of the derivative liabilities:

 

   Commitment Date   Remeasurement 
Stock Price  $0.74 - $0.89   $0.75 
Exercise Price  $1.25   $1.25 
Expected term (years)   5.00    4.95 - 4.99 
Expected volatility   94% - 98%   94%
Expected dividends   0.00%   0.00%
Risk free interest rate   3.88% - 4.06%   3.92%
Schedule of Beginning and Ending Balances for Level 3 Derivative Liabilities

The following table presents a reconciliation of the beginning and ending balances for the Level 3 derivative liabilities for the three months ended March 31, 2026:

 

     
Derivative liabilities – December 31, 2025  $- 
Fair value at commitment date   215,224 
Fair value - mark to market adjustment   (30,241)
Derivative liabilities – March 31, 2026  $184,983