v3.26.1
WARRANT LIABILITY
6 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
WARRANT LIABILITY

NOTE 12 – WARRANT LIABILITY

 

The Company analyzed the warrants issued in connection with the Series C Convertible Preferred Stock (see Note 6) for derivative accounting consideration under ASC 815, “Derivatives and Hedging,” and determined that the instruments should be classified as liabilities due to reset provisions and exercise price variability. These features result in there being no fixed value or explicit limit to the number of shares to be delivered upon exercise.

 

ASC 815 requires the Company to assess the fair value of derivative liabilities at the end of each reporting period and recognize any change in fair value within current period earnings as other income or expense.

 

The Company determined its warrant liabilities to be Level 3 fair value measurements based on the use of significant unobservable inputs. Management used the Black-Scholes pricing model to calculate the fair value at each reporting date. The Black-Scholes model requires six basic inputs: the exercise price, time to expiration, risk-free interest rate, current stock price, estimated future stock price volatility, and expected dividend yield. Changes to these inputs could produce a significantly higher or lower fair value measurement.

 

   Six Months Ended 
   June 30, 2026 
Expected term (years)   0.340.49 
Expected average volatility   210% - 232%
Expected dividend yield   8.33%
Risk-free interest rate   3.38% - 5.04%

 

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

  

Fair Value Measurements Using Significant Unobservable Inputs (Level 3) 
      
Warrant liability December 31, 2025  $231 
Addition of new warrants  $- 
Change in fair value of warrant liability   (231)
Warrant liability as of June 30, 2026  $0