v3.26.1
Convertible Promissory Notes and Embedded Derivative Liabilities (Tables)
 6 Months Ended
Jun. 30, 2026
Convertible Promissory Notes And Embedded Derivative Liabilities  
Schedule of Black-Scholes Model

The following assumptions were used in the Black-Scholes model during the three months ended June 30, 2026:

 

Expected Term   0.50 – 0.99 Years 
Volatility   149% - 163%
Expected Dividend Yield   0%
Risk-free interest rate   3.47% - 3.98%
Schedule of Change in Derivative Liabilities

The following table summarizes the change in the derivative liabilities during the six months ended June 30, 2026:

 

      
Derivative liability balance at December 31, 2025  $156,644 
Addition of new derivatives recognized as debt discounts   577,300 
Addition of new derivatives recognized as loan fees   42,120 
(Gain) loss on change in valuation of derivative liability   101,957 
Derivative liability balance at June 30, 2026  $878,021