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STOCK BASED COMPENSATION (Tables)

3 Months Ended

May 31, 2025

Equity [Abstract]

Schedule of weighted-average black-scholes assumptions

The weighted-average fair value of options is estimated on the date of grant using the Black-Scholes options-pricing model. The weighted-average Black-Scholes assumptions are as follows:

 Schedule of weighted-average black-scholes assumptions

	Three Months Ended May 31, 2025
Expected Life	8 years
Risk free interest rate	4.32%
Expected volatility	54.49%
Expected dividend yield	0%

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- References

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- Definition

Tabular disclosure of the significant assumptions used during the year to estimate the fair value of stock options, including, but not limited to: (a) expected term of share options and similar instruments, (b) expected volatility of the entity's shares, (c) expected dividends, (d) risk-free rate(s), and (e) discount for post-vesting restrictions.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Topic 718
-SubTopic 10
-Subparagraph (f)(2)
-Name Accounting Standards Codification
-Paragraph 2
-Section 50
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480429/718-10-50-2

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