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COMMON STOCK AND WARRANTS (Tables)
3 Months Ended
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:

 

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.