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Convertible Note Liability (Tables) | 12 Months Ended
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Mar. 31, 2025
Convertible Note Liability [Abstract] |
Schedule of Using the Black-Scholes Pricing Model | The warrants were valued at $42,528 using the Black-Scholes pricing model with the following assumptions:
|  | Warrant Inputs at August 20, 2024 |
Share price |  | $ | 312.62 |
Expected dividend yield |  |  | Nil |
Exercise price |  |  | 298.88 |
Risk-free interest rate |  |  | 3.93 | %
Expected life |  |  | 2.00 |
Expected volatility |  |  | 17.7 | %
Expiry date |  |  | August 20, 2026 |
As at March 31, 2024, the fair value of the convertible notes was estimated at $7,657,397 using a combined discounted cash flow approach and Monte Carlo simulation with the following assumptions:
|  | Inputs |
Share price |  | $ | 681.44 |
Note principal amount |  | $ | 3,125,000 |
Prepayment Amount |  |  | 130 | %
Discount rate shares |  |  | 4.43 | %
Discount rate cash |  |  | 20.83 | %
Volatility annual |  |  | 100 | %
Volatility daily |  |  | 6.30 | %
Risk free annual |  |  | 4.43 | %

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