v3.26.1
Derivative Liabilities (Tables)
 6 Months Ended
Jun. 30, 2026
Derivative Liabilities [Abstract]  
Schedule of Fair Value on a Recurring Basis

The following table provides a roll-forward of changes for financial instruments measured at fair value on a recurring basis for the six months ended June 30, 2026:

 

    Amount  
Fair value at December 31, 2025   $ 686,927  
Derivative liability – issuance of warrants     354,361  
Derivative liability – convertible debt conversion feature     186,837  
Conversion of debt to equity     (1,005,256 )
Reclassification to additional paid-in capital upon equity classification     (371,635 )
Fair value adjustment to derivative liability – issuance of warrants and conversion feature     148,766  
Fair value at June 30, 2026   $ -  
Schedule of Black-Scholes Option Pricing Model, a Market-Based Valuation Technique

The fair value of the warrant-related derivative liabilities for the issuance and subsequent remeasurement was determined using the Black-Scholes option pricing model, a market-based valuation technique that incorporates significant unobservable inputs:

 

Volatility   72.1% – 77.6 %  
Risk-free interest rate   3.43% – 4.13 %  
Dividend yield   0.0 %  
Expected term   1.03 –1.50 years