Equity (Details) - Schedule of warrants fair value was calculated using the Black-Scholes OPM - $ / shares	7 Months Ended
Dec. 31, 2022	Jun. 01, 2022
Schedule of warrants fair value was calculated using the Black-Scholes OPM [Abstract]
Dividend yield (%)	0.00%	0.00%
Expected volatility (%)	72.00%	72.00%
Risk-free interest rate (%)	3.97%	2.74%
Underlying share price ($)	$ 0.756	$ 287
Exercise price ($)	2.63	2.63
Warrants fair value ($)	$ 2,396	$ 10,209

The expected volatility of the share price used to calculate the fair value of the share options granted. Expected volatility is a measure of the amount by which a price is expected to fluctuate during a period. The measure of volatility used in option pricing models is the annualised standard deviation of the continuously compounded rates of return on the share over a period of time.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 2
-IssueDate 2022-03-24
-Paragraph 47
-Subparagraph a
-Clause i
-URI https://taxonomy.ifrs.org/xifrs-link?type=IFRS&num=2&code=ifrs-tx-2022-en-r&anchor=para_47_a_i&doctype=Standard
-URIDate 2022-03-24

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The implied yield currently available on zero-coupon government issues of the country in whose currency the exercise price for share options granted is expressed, with a remaining term equal to the expected term of the option being valued (based on the option's remaining contractual life and taking into account the effects of expected early exercise). [Refer: Government [member]]

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The exercise price of share options granted.

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The percentage of an expected dividend used to calculate the fair value of share options granted.

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Underlying ordinary share price.

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