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SCHEDULE OF DERIVATIVE WARRANT LIABILITY (Details) - USD ($) |  |  |  |  | 12 Months Ended
--- | --- | --- | --- | --- | ---
Dec. 03, 2024 | Sep. 25, 2024 | Jul. 19, 2024 | Dec. 04, 2023 | Dec. 31, 2024 | Dec. 31, 2023 | Dec. 31, 2022
IfrsStatementLineItems [Line Items] |  |  |  |  |  |  |
Stock price ($CA) |  |  |  |  | $ 8.39 | $ 1.25 |
Warrant exercise price |  |  |  |  |  | $ 1.52 |
Warrant expected life. |  |  |  |  |  | 5 years |
Volatility | 88.05% | 87.63% | 85.93% | 75.66% | 88.05% | 75.66% | 83.51%
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00%
Risk free interest rate | 2.91% | 2.79% | 3.35% | 3.54% | 2.93% | 3.54% |
Fair value of derivative warrant liability |  |  |  |  | $ 35,750,607 | $ 1,002,264 |
Number of warrants |  |  |  |  | $ 8,298,912 | $ 1,786,000 |
Bottom of range [member] |  |  |  |  |  |  |
IfrsStatementLineItems [Line Items] |  |  |  |  |  |  |
Warrant exercise price |  |  |  |  | $ 1.52 |  |
Warrant expected life. |  |  |  |  | 3 years 11 months 4 days |  |
Volatility |  |  |  |  | 85.73% | 82.17% |
Risk free interest rate |  |  |  |  | 2.99% | 2.88% | 1.80%
Top of range [member] |  |  |  |  |  |  |
IfrsStatementLineItems [Line Items] |  |  |  |  |  |  |
Warrant exercise price |  |  |  |  | $ 8.39 |  |
Warrant expected life. |  |  |  |  | 4 years 11 months 4 days |  |
Volatility |  |  |  |  | 86.97% | 82.45% |
Risk free interest rate |  |  |  |  | 3.55% | 3.48% | 3.48%

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- Definition The fair value of a credit derivative. [Refer: At fair value [member]; Derivatives [member]] + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Name IFRS -Number 7 -IssueDate 2024-01-01 -Paragraph 24G -Subparagraph a -URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2024-en-r&anchor=para_24G_a&doctype=Standard -URIDate 2024-03-27 + Details
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- Definition 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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Name IFRS -Number 2 -IssueDate 2024-01-01 -Paragraph 47 -Subparagraph a -Clause i -URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=2&code=ifrs-tx-2024-en-r&anchor=para_47_a_i&doctype=Standard -URIDate 2024-03-27 + Details
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- Definition The implied yield currently available on zero-coupon government issues of the country in whose currency the exercise price for share options granted is expressed, with a remaining term equal to the expected term of the option being valued (based on the option's remaining contractual life and taking into account the effects of expected early exercise). [Refer: Government [member]] + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Name IFRS -Number 2 -IssueDate 2024-01-01 -Paragraph 47 -Subparagraph a -Clause i -URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=2&code=ifrs-tx-2024-en-r&anchor=para_47_a_i&doctype=Standard -URIDate 2024-03-27 + Details
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