Schedule of Black-Scholes Option Pricing Model (Details) - $ / shares |
12 Months Ended | |
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Aug. 07, 2026 |
Jun. 30, 2026 |
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| ScheduleOfBlackScholesOptionPricingModelLineItems [Line Items] | ||
| Exercise price | $ 0.033 | $ 0.033 |
| Expected volatility, minimum | 173.40% | |
| Expected volatility, maximum | 221.80% | |
| Expected dividend yield | 0.00% | 0.00% |
| Expected term in years | 3 years | |
| Risk-free interest rate, minimum | 3.91% | |
| Risk-free interest rate, maximum | 4.11% | |
| Minimum [Member] | ||
| ScheduleOfBlackScholesOptionPricingModelLineItems [Line Items] | ||
| Expected term in years | 2 years 9 months | |
| Maximum [Member] | ||
| ScheduleOfBlackScholesOptionPricingModelLineItems [Line Items] | ||
| Expected term in years | 6 years 3 months 18 days |
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- References No definition available.
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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