Annual and transition report of foreign private issuers [Sections 13 or 15(d)]

FAIR VALUE MEASUREMENTS (Tables)

v3.25.1
FAIR VALUE MEASUREMENTS (Tables)
12 Months Ended
Dec. 31, 2024
SCHEDULE OF WARRANT USING BLACK-SCHOLES MODEL INPUTS

SCHEDULE OF WARRANT USING BLACK-SCHOLES MODEL INPUTS 

    July 10, 2023  
Exercise price   $ 1,800  
Share price   $ 1,800  
Time to maturity     4.8 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %
Dividend yield     -  
Series A Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL 

    December 31, 2024     December 31, 2023  
Exercise price   $ 20,000     $ 20,000  
Share price   $ 10.32     $ 634  
Time to maturity     3.4 years       4.4 years  
Expected volatility     90 %     90 %
Risk free interest rate (US treasury bond)     4.4 %     4.0 %
Dividend yield     0 %     0 %
Series B Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

    December 31, 2024     December 31, 2023  
Exercise price   $ 20,000     $ 20,000  
Share price   $ 10.32     $ 634  
Time to maturity     0.4 years       1.4 years  
Expected volatility     90 %     90 %
Risk free interest rate (US treasury bond)     4.4 %     4.0 %
Dividend yield     0 %     0 %
Series A-B Placement Agent Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

    December 31, 2024     December 31, 2023  
Exercise price   $ 25,000     $ 25,000  
Share price   $ 10.32     $ 634  
Time to maturity     3.4 years       4.4 years  
Expected volatility     90 %     90 %
Risk free interest rate (US treasury bond)     4.4 %     4.0 %
Dividend yield     0 %     0 %
Series D Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

    August 30, 2023  
Exercise price   $ 1,760  
Share price   $ 2,200  
Time to maturity     5.5 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %

Series D Placement Agent Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

    August 30, 2023  
Exercise price   $ 2,200  
Share price   $ 2,200  
Time to maturity     5.5 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %
Dividend yield     -  
Series E Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

    December 18, 2023  
Exercise price   $ 400  
Share price   $ 522  
Time to maturity     5.0 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %
Series E Placement Agent Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

    December 18, 2023  
Exercise price   $ 500  
Share price   $ 522  
Time to maturity     5.0 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %

Series F Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

    May 8, 2024  
Exercise price   $ 188  
Share price   $ 294  
Time to maturity     3.5 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %
Series F Placement Agent Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

    May 8, 2024  
Exercise price   $ 560  
Share price   $ 294  
Time to maturity     3.5 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %
Series G Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

    August 15, 2024  
Exercise price   $ 20  
Share price   $ 58.24  
Time to maturity     1.0 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %
Series H Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

    August 29, 2024  
Exercise price   $ 20  
Share price   $ 85.45  
Time to maturity     1.0 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %
Series H Placement Agent Warrants [Member]  
SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

The inputs associated with calculating the fair value of the warrants are considered to be Level 2 and were valued using a Black-Scholes valuation model. The inputs were as follows:

 

SCHEDULE OF FAIR VALUE OF WARRANTS USING BLACK-SCHOLES VALUATION MODEL

    August 29, 2024  
Exercise price   $ 26  
Share price   $ 85.45  
Time to maturity     1.0 years  
Expected volatility     90 %
Risk free interest rate (US treasury bond)     4.0 %