v3.26.1
DERIVATIVE FOR SETTLEMENT AGREEMENT (Tables)
12 Months Ended
Dec. 31, 2025
Derivative For Settlement Agreement  
SCHEDULE OF FAIR VALUE OF DERIVATIVE LIABILITY

Details of the fair value of the derivative liability and the assumptions used in the Black-Scholes option pricing model are as follows:

 

 SCHEDULE OF FAIR VALUE OF DERIVATIVE LIABILITY

   December 31, 2024   May 27, 2024 
Weighted average fair value of derivative   US $ 0.59    US$ 0.50 
Risk-free interest rate   2.93%   4.12%
Estimated life (in years)   2.42    3 
Expected volatility   107.47%   110.01%
Expected dividend yield   0%   0%
SCHEDULE OF CHANGES IN DERIVATIVE LIABILITY

The following table presents the changes in the derivative liability during the period:

 

 SCHEDULE OF CHANGES IN DERIVATIVE LIABILITY

Balance as of December 31, 2023  $- 
Issuance of derivative   308,862 
Changes in fair value of derivative   69,955 
Balance as of December 31, 2024  $378,817 
Changes in fair value of derivative   643,519 
Value of subordinate voting shares issued to co-owner   (830,452)
Balance as of December 31, 2025  $191,884