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Derivative Liabilities (Tables) | 3 Months Ended
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Sep. 30, 2025
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 September 30: Schedule of Black-Scholes Inputs and Assumptions for valuation and Re-valuation of its Derivative Liabilities
|  | 2025 |
Weighted average expected term (years) |  |  | 0.01 – 5.00 |
Risk-free interest rate |  |  | 3.47 – 5.47 | %
Dividend yield |  |  | 0 | %
Volatility |  |  | 6.69% - 137.84 | %

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