Ultracaps went through a great development in the past years.
Today two 2.2F, 2.7V ultracaps would fit into the pen-type battery housing, and would cost 2 EURs, or so; just see the data sheet:
Vinatech
However, a little more development is still needed to fit higher capacities into that small space
How big was 2F capacitor 15 years ago?