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WARRANT LIABILITIES (Tables)

3 Months Ended

Mar. 31, 2026

Warrant Liabilities

SCHEDULE OF FAIR VALUE WARRANT

The estimated fair value of the warrants was calculated using the Black Scholes model with the assumptions set out below, weighted for management’s estimate of the probability of a Next Round Funding being completed and discounted back to the valuation date using estimated venture capital rates of return.

 SCHEDULE OF FAIR VALUE WARRANT 

Input		March 31, 2026				December 31, 2025
Expected term			5 years				5 years
Principal			5,000,000				5,000,000
Exercise price			4,000,000				4,000,000
Volatility			71.7	%			70.9	%
Dividend yield			0	%			0	%
Risk free rate of return			3.85	%			3.60	%
Estimated probability of occurrence of a Next Round Funding			0	%			0	%
Estimated venture capital rates of return			78.4	%			77.2	%

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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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