The
assumptions used to perform the calculations are detailed below:
SCHEDULE OF ESTIMATED FAIR VALUE OF WARRANT SHARES
| Fair value
of warrant liability | |
June 30, 2026 | | |
December 31, 2025 | |
| Expected volatility (%) (*) | |
| 150.39 | % | |
| 152.35 | % |
| Risk-free interest rate (%) | |
| 4.17 | % | |
| 3.73 | % |
| Expected dividend yield | |
| 0.0 | % | |
| 0.0 | % |
| Expected term of options (years) | |
| 4.25 | | |
| 4.75 | |
| Exercise price (US dollars) | |
$ | 1 | | |
$ | 24.5 | |
| Share price (US dollars) | |
$ | 4.31 | | |
$ | 11.76 | |
| Fair value (U.S. dollars) | |
$ | 7,585 | | |
$ | 78 | |
| (*) |
The
expected volatility was based on the historical volatility of the share price of the Company. |
|