Asset 1: Gap Call Option Formula: H1 = (S12 -X1) * heavy (S12 - X2) X1 = 0.5; X2 = 1

Asset 2: Gap Put Option

There are more cases than just basic vanilla European Put-Call parity where domestic and foreign financially equivalent payoffs look symmetrical in shape. But without a tool that identifies financially equivalent counterparts, it is impossible to predict when the two financially equivalent payoffs have similar shapes and when they do not.