Quarterly report [Sections 13 or 15(d)]

DERIVATIVE FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)

v3.25.3
DERIVATIVE FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)
 3 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
SCHEDULE OF FAIR VALUE MEASUREMENTS OF CONVERTIBLE DEBT VALUATION TECHNIQUES

 

   

Initial Valuations
(on new derivative
instruments entered
into during the three
months ended
September 30, 2025)

     September 30, 2025  
Volatility     -       425 %
Expected Remaining Term (in years)     -       0.02 - 0.70  
Risk Free Interest Rate     -       3.98-4.20 %
Expected dividend yield     None       None  
SCHEDULE OF FAIR VALUE OF ASSETS AND LIABILITIES MEASURED ON RECURRING BASIS

 

    Balance at
September 30,
2025		     Quoted Prices
in Active
Markets for
Identical
Assets		     Significant
Other
Observable
Inputs		     Significant
Unobservable Inputs		  
          (Level 1)     (Level 2)     (Level 3)  
Embedded conversion option liabilities   $ 167,878     $ —     $ —     $ 167,878  
Total   $ 167,878     $ —     $ —     $ 167,878  

 

    Balance at
June 30, 2025		    

Quoted Prices
in Active
Markets for
Identical
Assets

    

Significant
Other
Observable
Inputs

    

Significant
Unobservable Inputs

  
          (Level 1)     (Level 2)     (Level 3)  
Embedded conversion option liabilities   $ 403,892     $ —     $ —     $ 403,892  
Total   $ 403,892     $ —     $ —     $ 403,892  
SCHEDULE OF FAIR VALUE LIABILITY OF PRICE ADJUSTABLE DERIVATIVE INSTRUMENTS

The following is a roll forward for the three months ended September 30, 2025 of the fair value liability of price adjustable derivative instruments:

 

 

    Fair Value of  
    Liability for  
    Derivative  
    Instruments  
Balance at June 30, 2025   $ 403,892  
Gain on debt extinguishment     (255,720 )
Change in fair value included in statements of operations     19,706  
Balance at September 30, 2025   $ 167,878