DERIVATIVE FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)

9 Months Ended

Mar. 31, 2023

Derivative Instruments and Hedging Activities Disclosure [Abstract]

SCHEDULE OF FAIR VALUE MEASUREMENTS, RECURRING AND NONRECURRING, VALUATION TECHNIQUES

	Initial Valuations (on new derivative instruments entered into during the nine months ended March 31, 2023)	March 31, 2023
Volatility	228.29 – 256.02%		267.38	%
Expected Remaining Term (in years)	0.22 – 0.28		0.01 - 0.03
Risk Free Interest Rate	3.13 – 4.42%		4.74	%
Expected dividend yield	None		None

SCHEDULE OF FAIR VALUE, ASSETS AND LIABILITIES MEASURED ON RECURRING BASIS

	Balance at March 31, 2023		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	$	132,501	$	—	$	—	$	132,501
Total	$	132,501	$	—	$	—	$	132,501

	Balance at June 30, 2022		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	$	151,262	$	—	$	—	$	151,262
Total	$	151,262	$	—	$	—	$	151,262

SCHEDULE OF DERIVATIVE LIABILITIES AT FAIR VALUE

The following is a roll forward for the nine months ended March 31, 2023 of the fair value liability of price adjustable derivative instruments:

	Fair Value of
	Liability for
	Derivative
	Instruments
Balance at June 30, 2022	$	151,262
Initial fair value of embedded conversion option derivative liability recorded as debt discount		93,668
Reduction of derivative liability upon debt conversion		(223,288	)
Change in fair value included in statements of operations		110,859
Balance at March 31, 2023	$	132,501