Convertible Notes - Schedule of Embedded Derivative Liability (Details) - USD ($) $ / shares in Units, $ in Thousands |
12 Months Ended | |
|---|---|---|
Mar. 18, 2026 |
Mar. 31, 2025 |
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| Schedule of Embedded Derivative Liability [Abstract] | ||
| Share Price: (in Dollars per share) | $ 10.06 | $ 3.87 |
| Credit spread (basis points): (in Dollars) | $ 295 | $ 559 |
| Risk free rate: | 3.53% | 3.66% |
| Volatility: | 65.00% | 42.00% |
| Dividend yield: | 0.25% | 0.65% |
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- Definition The expected volatility of the share price used to calculate the fair value of the share options granted. Expected volatility is a measure of the amount by which a price is expected to fluctuate during a period. The measure of volatility used in option pricing models is the annualised standard deviation of the continuously compounded rates of return on the share over a period of time. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The implied yield currently available on zero-coupon government issues of the country in whose currency the exercise price for share options granted is expressed, with a remaining term equal to the expected term of the option being valued (based on the option's remaining contractual life and taking into account the effects of expected early exercise). [Refer: Government [member]] Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- References No definition available.
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- Definition The percentage of an expected dividend used to calculate the fair value of share options granted. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The weighted average share price. [Refer: Weighted average [member]] Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Represent the amount of credit spread. No definition available.
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