Derivative Liabilities (Tables)

3 Months Ended

Sep. 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 period ending September 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	%