According to wikipedia:

• Fantasy usually takes place in another world, where fantastical creatures or magic are normal.
• In supernatural fiction, though, magic and monsters are not the norm and the mystery of such things is usually closely intertwined in the plot.
• Cyberpunk is a subgenre of science fiction in a dystopian futuristic setting that tends to focus on a "combination of lowlife and high tech", featuring futuristic technological and scientific achievements, such as artificial intelligence and cyberware, juxtaposed with societal collapse, dystopia or decay.