DERIVATIVE LIABILITIES (Tables)

6 Months Ended

Jun. 30, 2023

Derivative Liabilities

SCHEDULE OF DERIVATIVE LIABILITIES

The Company used the Black-Scholes pricing model to estimate the fair value of its embedded conversion option and warrant liabilities on both the commitment date and the remeasurement date with the following inputs:

	June 30, 2023			December 31, 2022
Exercise price	$	0.024 - $0.031		$	0.030
Expected volatility		473	%		220	%
Risk-free interest rate		4.64	%		1.45	%
Expected term (in years)		1.00			.1
Expected dividend rate		0	%		0	%