v3.26.1
Warrants Liabilities (Tables)
 12 Months Ended
Mar. 31, 2026
Warrants Liabilities [Abstract]  
Schedule of Fair Value Using the Black-Scholes Option Pricing Model

These warrants do not trade in an active securities market, and as such, the Company estimates their fair value using the Black-Scholes Option Pricing Model (the “Black-Scholes Model”) as of March 31, 2026 and 2025 using the following assumptions:

 

    March 31,
2026		     March 31,
2025		  
Representative’s Warrants liability            
Stock price   $ 2.10     $ 3.30  
Exercise price   $ 48.00     $ 48.00  
Expected term (years)     0.79       1.79  
Risk-free interest rate     3.68 %     4.59 %
Expected volatility     47.86 %     51.84 %

 

These warrants do not trade in an active securities market, and as such, the Company estimates its fair value using the Black-Scholes Model as of March 31, 2026 and 2025 using the following assumptions:

 

    March 31,
2026		     March 31,
2025		  
Investors’ Warrants liability            
Stock price   $ 2.10     $ 3.30  
Exercise price   $ 2.70     $ 2.70  
Expected term (years)     3.33       4.33  
Risk-free interest rate     3.81 %     4.21 %
Expected volatility     52.63 %     51.48 %