v3.25.4

Derivative Liabilities (Tables)

6 Months Ended

Dec. 31, 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 December 31:

 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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- References

No definition available.

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- Definition

Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (bbb)(1)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

Reference 2: http://www.xbrl.org/2003/role/exampleRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 103
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482078/820-10-55-103

Reference 3: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (bbb)(2)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

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