v3.26.1
Warrant Liabilities (Tables)
 6 Months Ended
Jun. 30, 2026
Warrants Disclosure [Abstract]  
Fair Value Measurement Inputs and Valuation Techniques
In applying the Monte Carlo simulation model, the Company used the following key assumptions at June 30, 2026:

Expected volatility230%
Risk-free interest rate3.76%
Expected term to maturity3.25 Years
Inputs to the Black-Scholes valuation model include the following assumptions:

Dividend yield0%
Expected volatility
230 - 230%
Risk- free interest rate
4.13 - 4.23%
Expected term5.42 Years
Stock price$0.35
The fair values at issuance date were determined using Black-Scholes model, based on the following assumptions at the time of issuance:
Dividend yield0%
Expected volatility75%
Risk-free interest rate
3.93-4.33%
Expected term
4.25-5 Years