Adjusting payoff diagram for call option

Question

If the payoff for a 2 year European call option is (S2 - K) x I(S2>K) K is the strike price, which in this case is £90 I is the indicator function, so if S2>K then I(S2>K)=1, 0 otherwise S2 is the share price at time 2 S0 is the initial share price = £100 How would one adjust a call payoff diagram for a derivative with payoff (S2-G) x I(S2>K) where G is a constant such that there is no upfront price? I have calculated G as 125.142857 Strike price remains at £90