Asset 1: Supershare 2 Formula: H1 = S12 * (heavy (S12 - X1) - heavy (S12 - X2)) X1 = 0.8; X2 = 2.1

Asset 2: Supershare 1

Previously, we saw that a Supershare 1 type of exotic option had a financially equivalent payoff in the shape of a Supershare 2 type of option. So it comes as no surprise that a Supershare 2 type of option has a financially equivalent payoff on the opposite side of the market as a Supershare 1 option.