DERIVATIVE FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)

9 Months Ended

Mar. 31, 2026

	Initial Valuations (on new derivative instruments entered into during the three months ended March 31, 2026)		March 31, 2026
Volatility		-		324	%
Expected Remaining Term (in years)		-		0.002
Risk Free Interest Rate		-		3.74	%
Expected dividend yield		None		None

	Balance at March 31, 2026		Quoted Prices in Active Markets for Identical Assets		Significant Other Observable Inputs		Significant Unobservable Inputs
			(Level 1)		(Level 2)		(Level 3)
Warrant liability	$	104,313	$	—	$	—	$	104,313
Embedded conversion option liabilities		50,273		—		—		50,273
Total	$	154,586	$	—	$	—	$	154,586

	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

The following is a roll forward for the nine months ended March 31, 2026 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		(303,743	)
Change in fair value included in statements of operations		(49,876	)
Balance at March 31, 2026	$	50,273

The following table sets forth a summary of the changes in the fair value of the Level 3 warrant liability for the nine months ended March 31, 2026:

	Warrant Liability
Fair value as of June 30, 2025	$	-
Initial fair value of warrant liability upon issuance		882,345
Reclassification into equity upon warrant exercise		(1,805	)
Change in fair value of warrant liability		(776,227	)
Fair value as of March 31, 2026	$	104,313