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Financial Assets and Financial Liabilities (Details) - Schedule of the Fair Value of the Share Options - Ateria [Member]	12 Months Ended
	Jun. 30, 2024 £ / shares $ / shares
Financial Assets and Financial Liabilities (Details) - Schedule of the Fair Value of the Share Options [Line Items]
Value date	Jun. 30, 2023
Expiry date	Jul. 31, 2023
Exercise price (in Pounds per share)	£ 2
No. of options	735,000
Share price at grant date (in Pounds per share)	£ 1.85
Expected volatility	100.00%
Dividend yield	0.00%
Risk- free interest rate	4.18%
Fair value at grant date per option (in Dollars per share) | $ / shares	£ 0.1583

X

- Definition

The date on which the acquirer obtains control of the acquiree in a business combination.

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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.

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The option life of share options granted.

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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

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- Definition

The exercise price of outstanding share options.

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The exercise price of share options granted.

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The percentage of an expected dividend used to calculate the fair value of share options granted.

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The weighted average share price used as input to the option pricing model to calculate the fair value of share options granted. [Refer: Option pricing model [member]; Weighted average [member]]

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Date when the debt instrument is scheduled to be fully repaid, in YYYY-MM-DD format.

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