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COMMON STOCK AND WARRANTS (Tables) | 3 Months Ended
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Mar. 31, 2025
Equity [Abstract] |
SCHEDULE OF ESTIMATED FAIR VALUE OF WARRANT SHARES ASSUMPTIONS | The fair value of the warrant liabilities was determined using a Black-Scholes option pricing module. The assumptions used to perform the calculations are detailed below: SCHEDULE OF ESTIMATED FAIR VALUE OF WARRANT SHARES ASSUMPTIONS
Fair value of the conversion feature |  | January 2, 2025 |  |  | March 14, 2025 |  |  | March 31, 2025 |
Expected volatility (%) (*) |  |  | 140.61 | % |  |  | 151.68 | % |  |  | 151.68 | %
Risk-free interest rate (%) |  |  | 4.38 | % |  |  | 4.09 | % |  |  | 3.96 | %
Expected dividend yield |  |  | 0.0 | % |  |  | 0.0 | % |  |  | 0.0 | %
Expected term of options (years) |  |  | 5.5 |  |  |  | 5.3 |  |  |  | 5.25 |
Exercise price (US dollars) |  | $ | 0.24 |  |  | $ | 0.24 |  |  | $ | 0.24 |
Share price (US dollars) |  | $ | 1.07 |  |  | $ | 0.31 |  |  | $ | 0.24 |
Fair value (U.S. dollars) |  | $ | 9,651 |  |  | $ | 212 |  |  | $ | 1,912 |
(*) |  | The expected volatility was based on the historical volatility of the share price of the Company.

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