select convert(date, '2019-05-25'), convert(date, '2019-12-31'), 1000, 'Price' union all

select '2019-05-26', '2019-12-31', 800, 'Discount' union all

select '2020-01-01', '2020-12-31', 1100, 'Price' union all

select '2020-07-05', '2020-09-30', 900, 'Discount'

)

select t.*

from (select v.dte as datefrom, dateadd(day, -1, lead(v.dte) over (order by v.dte)) as dateto, v.price, v.type

from t join

t tfull

on tfull.type = 'Price' and

tfull.datefrom <= dateadd(day, 1, t.dateto) and

tfull.dateto >= dateadd(day, 1, t.dateto) cross apply

(values (t.datefrom, t.price, t.type),

(dateadd(day, 1, t.dateto), tfull.price, tfull.type)

) v(dte, price, type)

) t

where dateto >= datefrom

order by dateto