v3.26.1
FAIR VALUE MEASUREMENTS (Tables)
6 Months Ended
Jun. 30, 2026
Fair Value Disclosures [Abstract]  
SCHEDULE OF FAIR VALUE ASSETS AND LIABILITIES MEASURED ON RECURRING BASIS

The following table presents the fair value hierarchy of the Company’s financial assets and liabilities measured at fair value on a recurring basis as of June 30, 2026:

 

   Level 1   Level 2   Level 3   Total 
Prime institutional money market fund  $5,169,126   $     -   $-   $5,169,126 
U.S. Treasury Bills – under 90 days   1,999,800    -    -    1,999,800 
U.S. Treasury Bills – over 90 days   12,866,651    -    -    12,866,651 
Anti-dilution liability   -    -    (19,552,529)   (19,552,529)
Derivative liabilities   -    -    (89,000)   (89,000)
Total  $20,035,577   $-   $(19,641,529)  $394,048 
SCHEDULE OF CHANGE IN FAIR VALUE DERIVATIVE LIABILITY

The following table sets forth a summary of the change in the fair value of the Company’s Level 3 financial liabilities that are measured at fair value on a recurring basis:

 

   Series I   Series H-7   Series J Anti-dilution   Total 
Balance – December 31, 2025  $19,000   $-   $-   $19,000 
Change in fair value, three months ended March 31, 2026   6,000    -    -    6,000 
Change in fair value, April 1, 2026 through Omnibus Amendment Date   14,000    -    -    14,000 
Settlement of derivative liability upon Omnibus Amendment   (39,000)   -    -    (39,000)
Issuance of derivative liability upon Omnibus Amendment   124,000    22,000    -    146,000 
Issuance of Series J Preferred Stock   -    -    16,379,662    16,379,662 
Issuance of shares in settlement of anti-dilution provisions   -    -    (4,871,467)   (4,871,467)
Change in fair value   -    -    8,044,334    8,044,334 
Change in fair value, Omnibus Amendment date through June 30, 2026   (35,000)   (22,000)   -    (57,000)
Total  $89,000   $-   $19,552,529   $19,641,529 
SCHEDULE OF MONTE CARLO SIMULATION MODEL INPUTS AND VALUATION TECHNIQUES

 

   June 30,   December 31, 
   2026   2025 
Volatility   100.0%   130.0%
Time to maturity   1.33    1.18 
Discounted market interest   29.33%   7.5%
Dividend rate   7.0%   7.0%
Penalty dividend rate   15.0%   15.0%
Probability of default   6.0%   9.0%