Derivative Liabilities (Tables)

12 Months Ended

Jun. 30, 2025

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 fiscal year ending June 30:

	2025
Weighted average expected term (years)		0.01 – 5.00
Risk-free interest rate		3.47 – 5.47	%
Dividend yield		0	%
Volatility		6.69% - 137.84	%

Schedule of Derivative Liabilities

A summary of the activity related to derivative liabilities for the fiscal year ending June 30, 2025, is as follows:

	Warrant Derivative Liabilities			Conversion Option Derivative Liability			Total Derivative Liabilities
Balance, June 30, 2024	$	-		$	-		$	-
Change in fair value		(657,174	)		(138,061	)		(795,235	)
Fair value of issuances during the period		2,632,467			-			2,632,467
Fair value of extinguishments during the period		(87,421	)		-			(87,421	)
Fair value of reclassifications during the period		(1,887,872	)		138,061			(1,749,811	)
Balance, June 30, 2025	$	-		$	-		$	-