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Derivative Liability (Tables)
9 Months Ended
Sep. 30, 2025
Derivative Liability  
Schedule of assumptions used for fair value measurement of liabilities

 

 

September 30,

 

 

December 31

 

 

 

2025

 

 

2024

 

Expected term

 

0.13 - 1 year

 

 

0.29 years

 

Risk-free interest rate

 

4.02 - 4.34

 

 

4.15%

Stock price at valuation date

 

$

  5.34 - 11.7

 

 

 

4.38

 

Expected average volatility

 

60.5 - 146.5

 

 

95.41%

Expected dividend yield

 

 

-

 

 

 

-

 

Schedule of changes in the derivative liabilities

Fair Value Measurements Using Significant Observable Inputs (Level 3)

 

 

 

 

 

Balance - December 31, 2024

 

$1,055,233

 

Addition of new derivatives recognized as debt discounts

 

 

1,027,000

 

Settled on issuance of common stock

 

 

(2,481,000)

Reclassification to additional paid in capital

 

 

(1,604,000)

Loss on fair value of derivative liability

 

 

2,002,767

 

Balance - September 30, 2025

 

$-