Financial Instruments and Financial Risk Management - Schedule of Warrant Sensitivity Analysis (Parentheticals) (Details) - Warrants Issued at the Fund-Raising [Member]	12 Months Ended
Dec. 31, 2025
Decrease [Member]
Schedule of Warrant Sensitivity Analysis [Line Items]
Volatility movement	5.00%
Increase [Member]
Schedule of Warrant Sensitivity Analysis [Line Items]
Volatility movement	5.00%

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
-Name IFRS
-Number 2
-IssueDate 2025-01-01
-Paragraph 47
-Subparagraph a
-Clause i
-URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=2&code=ifrs-tx-2025-en-r&anchor=para_47_a_i&doctype=Standard
-URIDate 2025-03-27

Name:	ifrs-full_DescriptionOfExpectedVolatilityShareOptionsGranted
Namespace Prefix:	ifrs-full_
Data Type:	dtr-2022:percentItemType
Balance Type:	na
Period Type:	duration