v3.26.3
Derivative Liabilities (Tables)
12 Months Ended
Jun. 30, 2026
Derivative Liabilities  
Schedule of Black-Scholes Inputs and Assumptions for valuation and Re-valuation of its Derivative Liabilities

The table below sets forth the Black-Scholes inputs and assumptions for the Company’s valuation and re-valuation of its derivative liabilities for the period ending June 30:

 

 

    2025  
Weighted average expected term (years)     0.015.00  
Risk-free interest rate     3.475.47 %
Dividend yield     0 %
Volatility     6.69% - 137.84 %