Derivative Liabilities (Tables)

3 Months Ended

Sep. 30, 2024

Derivative Liabilities

Schedule of Black-Scholes Inputs and Assumptions for valuation and Re-valuation of its Derivative Liabilities

The table below sets forth the Black-Scholes inputs and assumptions for the Company’s valuation and re-valuation of its derivative liabilities for the quarter ending September 30:

	2024
Weighted average expected term (years)		0.08 – 5.00
Risk-free interest rate		3.47% - 5.47	%
Dividend yield		0	%
Volatility		29.11% - 137.84	%

Schedule of Derivative Liabilities

A summary of the activity related to derivative liabilities for the quarter ending September 30, 2024, is as follows:

	Warrant Derivative Liabilities			Conversion Option Derivative Liability		Total Derivative Liabilities
Balance, June 30, 2024	$	-		$	-	$	-
Fair value of reclassifications during the period		502,627			689,131		1,191,758
Fair value of issuances during the period		2,632,467			-		2,632,467
Change in fair value		(17,447	)		250,304		232,857
Balance, September 30, 2024	$	3,117,647		$	939,435	$	4,057,082