4. FAIR VALUE OF FINANCIAL LIABILITIES

 

Derivative Liability

 

Financial liabilities consisting of warrant liabilities measured at fair value on a recurring basis are summarized below. The fair value of the warrant liabilities recorded are as follows:

 

 SCHEDULE OF FAIR VALUE MEASUREMENTS OF EMBEDDED DERIVATIVE LIABILITIES AND WARRANT LIABILITIES

   Fair value at December 31, 2025 
   Total   Level 1   Level 2   Level 3 
Liabilities:                
Warrant liability  $1,492,395   $   $   $1,492,395 
Total liabilities  $1,492,395   $   $   $1,492,395 

 

   Fair value at December 31, 2024 
   Total   Level 1   Level 2   Level 3 
Liabilities:                    
Warrant liability  $2,690,605   $   $   $2,690,605 
Total liabilities  $2,690,605   $   $   $2,690,605 

 

 

As of December 31, 2025 and 2024, the Company had warrant liabilities of $1,492,395 and $2,690,605, respectively. The table below provides a summary of the changes in fair value of the warrant liabilities measured on a recurring basis using significant unobservable inputs (Level 3):

 

Warrant liabilities:  2025   2024 
   Years Ended December 31, 
Warrant liabilities:  2025   2024 
Balance, beginning of period  $2,690,605   $2,152,188 
Issuance of warrants       3,917,630 
Exercise of warrants       (3,191,675)
Amendment of warrants       (6,870,296)
(Gain) loss on fair value of warrant liability   (1,198,210)   6,682,758 
Balance, end of period  $1,492,395   $2,690,605 

 

Historical Timeline

Fiscal YearFiled
2025Mar 23, 2026Showing above
2024Mar 21, 2025
2023Mar 21, 2024
2022Mar 24, 2023

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.