Derivative Liability (Tables)

3 Months Ended

Mar. 31, 2025

Derivative Liability [Abstract]

Schedule of Assumptions were used in the Black-Scholes Valuation Model

The following assumptions were used in the Black-Scholes valuation model:

	Three months ended March 31, 2025			Year ended December 31, 2024
Conversion price	$	0.0022		$	0.0364 to 0.345
Risk free interest rate		3.89 to 4.33	%		3.58 to 5.50	%
Expected life of derivative liability		3 to 29 months			1 to 41 months
Expected volatility of underlying stock		189.8 to 219.4	%		24.3 to 262.09	%
Expected dividend rate		0.0	%		0.0	%

Schedule of Movement in Derivative Liability

The movement in derivative liability is as follows:

	Three months ended March 31, 2025			Year ended December 31, 2024
Opening balance	$	1,138,204		$	1,434,196
Derivative financial liability arising from convertible debt and warrants		-			226,329
Derivative liability arising on anti-dilutive convertible debt and warrants		3,960,025			6,370,074
Fair value adjustment to derivative liability		(928,979	)		(6,892,395	)
Closing balance	$	4,169,250		$	1,138,204