Financial liabilities at fair value through profit or loss - Schedule of Inputs to Valuation Model of Warrants (Details) - USD ($)		12 Months Ended
May 19, 2026	Dec. 31, 2025
Schedule Of Inputs To Valuation Model Of Warrants Abstract
Volatility	71.75%	72.64%
Risk-free rate	4.62%	4.13%
Time to maturity (year)	9 years 18 days	9 years 5 months 4 days
Market capitalization (in Dollars)	$ 35.6	$ 35.7

The expected volatility of the share price used to calculate the fair value of the share options granted. Expected volatility is a measure of the amount by which a price is expected to fluctuate during a period. The measure of volatility used in option pricing models is the annualised standard deviation of the continuously compounded rates of return on the share over a period of time.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 2
-IssueDate 2025-01-01
-Paragraph 47
-Subparagraph a
-Clause i
-URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=2&code=ifrs-tx-2025-en-r&anchor=para_47_a_i&doctype=Standard
-URIDate 2025-03-27

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