Quarterly report [Sections 13 or 15(d)]

DERIVATIVE LIABILITIES (Tables)

v3.26.1
DERIVATIVE LIABILITIES (Tables)
 6 Months Ended
Jun. 30, 2026
DERIVATIVE LIABILITIES  
Schedule of assumptions value of the derivative liabilities

 

 

Boot

Capital LLC

 

 

Vanquish Funding

Group Inc.

 

 

Labrys

Fund II, L.P.

 

Expected term

 

0.79 - 0.85 years

 

 

0.79 - 0.85 years

 

 

0.97 - 1.00 years

 

Expected average volatility

 

163.00 - 209.86%

 

 

163.00 - 209.86%

 

 

155.34 - 191.61%

 

Expected dividend yield

 

 

 -

 

 

 

 -

 

 

 

 -

 

Risk-free interest rate

 

3.66 - 3.68%

 

 

3.66 - 3.68%

 

 

3.66 - 3.80%

 
Schedule of movement of the fair value

 

 

Boot

Capital LLC

 

 

Vanquish Funding

Group Inc.

 

 

Labrys

Fund II, L.P.

 

 

Total

 

Fair value at inception

 

 $ 46

 

 

 $ 98

 

 

 $ 756

 

 

 $ 900

 

Change in fair value

 

 

 (25 )

 

 

 (53 )

 

 

 (240 )

 

 

 (318 )

Fair value of derivative prior to settlement

 

 

 (21 )

 

 

 (45 )

 

 

 (516 )

 

 

 (582 )

Fair value, June 30, 2026

 

 $ -

 

 

 $ -

 

 

 $ -

 

 

 $ -