v3.26.3
Derivative Liabilities (Tables)
 12 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Significant Assumptions Used in Valuation of Derivative Liability

The Company estimated the fair value of the embedded conversion features using the Black-Scholes option pricing model with the following assumptions:

 

   June 30, 2026   June 30, 2025 
         
Expected term (years)   0.27 - 5.00     2.18 - 2.43  
Expected volatility   147.60% - 242.30%   207.70% - 233.30%
Expected dividends   0.00%   0.00%
Risk free interest rate   3.48% - 4.15%   3.72% - 3.89%
Schedule of Activity in Derivative Liabilities Account

The following table presents the changes in derivative liabilities measured at fair value on a recurring basis using Level 3 inputs for the years ended June 30, 2026 and 2025:

 

   Third Party   Related Party   Total 
Derivative liabilities – June 30, 2024  $-   $-   $- 
Fair value at commitment date   987,131    426,437    1,413,568 
Gain on debt extinguishment   -    (500,678)   (500,678)
Fair value mark to market adjustment   (181,366)   371,468    190,102 
Derivative liabilities – June 30, 2025   805,765    297,227    1,102,992 
Fair value at commitment date   5,750,798    109,283    5,860,081 
Fair value mark to market adjustment   

(1,073,220

)   65,540    

(1,007,680

)
Derivative liabilities – June 30, 2026  $5,483,343   $472,050   $5,955,393 
Schedule of Derivative Liability Activity

For the years ended June 30, 2026 and 2025, the Company recorded a change in fair value gain (loss) of its derivative liabilities as follows:

 

Year Ended June 30, 
2026   2025 
        
$(1,007,680)  $190,102 
Schedule of Recognized Derivative Expense

For the years ended June 30, 2026 and 2025, the Company recognized derivative expense as follows:

 

Year Ended June 30, 
2026   2025 
        
$1,438,825   $653,792