v3.26.1
COMMON STOCK AND WARRANTS (Tables)
 6 Months Ended
Jun. 30, 2026
Class of Warrant or Right [Line Items]  
SCHEDULE OF WARRANT LIABILITIES SHARES ASSUMPTIONS

The fair value of the warrant liabilities was determined using a Black-Scholes option pricing model. The assumptions used to perform the calculations are detailed below:

  

Month  Expected volatility (%) (*)   Risk free interest rate   Expected dividend yield   Expected term of options (years)   Exercise price (US dollars)   Share price (US dollars)   Fair value (U.S. dollars) 
June 30, 2026   173.72%   4.17%   0.0%   4.00   $36.4   $4.31   $40 

 

(*)The expected volatility was based on the historical volatility of the share price of the Company.
Fair Value of First PIPE Warrants Liabilities [Member]  
Class of Warrant or Right [Line Items]  
SCHEDULE OF WARRANTS LIABILITIES

The fair value of the First PIPE Warrants liabilities was determined using a Black-Scholes option pricing model under probability-weighted scenarios reflecting the anti-dilution provisions of the First PIPE Warrants. The assumptions used in the valuations are detailed below:

 

Fair value of First PIPE Warrants liabilities 

June 30, 2026

  

June 15, 2026

 
Expected volatility (%) (*)   158.07%   158.75%
Risk-free interest rate (%)   4.19%   4.18%
Expected dividend yield   0.0%   0.0%
Expected term of warrants (years)   4.5-4.96    4.5-5 
Contractual exercise price (US dollars)  $4.008   $4.008 
Potential adjusted exercise price range (US dollars)  $0.5-4   $0.5-4 
Share price (US dollars)  $4.31   $5.54 
Fair value (U.S. dollars)  $1,786   $2,162 

 

(*) The expected volatility was based on the historical volatility of the share price of the Company.
Fair Value of Second PIPE Warrants Liabilities [Member]  
Class of Warrant or Right [Line Items]  
SCHEDULE OF WARRANTS LIABILITIES

The fair value of the Second PIPE Warrants liabilities was determined using a Black-Scholes option pricing model under probability-weighted scenarios reflecting the anti-dilution provisions of the Second PIPE Warrants. The assumptions used in the valuations are detailed below:

 

Fair value of Second PIPE Warrants liabilities 

June 30,

2026

  

June 24,

2026

 
Expected volatility (%) (*)   158.07%   158.31%
Risk-free interest rate (%)   4.19%   4.17%
Expected dividend yield   0.0%   0.0%
Expected term of warrants (years)   4.5-4.96    4.5-5 
Contractual exercise price (US dollars)  $4.008   $7.056 
Potential adjusted exercise price range (US dollars)  $0.5-6.5   $0.5-6.5 
Share price (US dollars)  $4.31   $5.93 
Fair value (U.S. dollars)  $3,413   $4,053 

 

(*) The expected volatility was based on the historical volatility of the share price of the Company.