It certainly is on other Audis (A3s, A4s etc) and there is actually a retro fit kit available from dealers for this very purpose.
I've not come across one for the A2, but I'm sure that your dealer will be able to put you straight. Oh, and get them to do it for you too, don't attempt it yourself as you could quite easily set the bag off and do some BIG damage!.
Cheers,
Mike