SCHEDULE OF WARRANT'S USING BLACK-SCHOLES VALUATION (Details) - Warrant [Member] - $ / shares |
3 Months Ended | 12 Months Ended |
|---|---|---|
Jun. 30, 2026 |
Mar. 31, 2026 |
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| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Stock price on valuation date | $ 0.74 | |
| Exercise price | $ 0.75 | |
| Term (years) | 3 years | |
| Volatility | 105.70% | |
| Volatility, minimum | 106.10% | |
| Volatility, maximum | 119.30% | |
| Risk-free rate | 4.14% | |
| Risk-free rate, minimum | 3.72% | |
| Risk-free rate, maximum | 3.81% | |
| Minimum [Member] | ||
| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Stock price on valuation date | $ 0.70 | |
| Exercise price | $ 0.75 | |
| Term (years) | 2 years | |
| Maximum [Member] | ||
| Accumulated Other Comprehensive Income (Loss) [Line Items] | ||
| Stock price on valuation date | $ 1.15 | |
| Exercise price | $ 1.10 | |
| Term (years) | 3 years |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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