You can think of it like this: the underlying has a delta of 1.0 and options can have less than that. When an option is ITM, delta moves closer to 1.0 the further in the money it goes (thanks to Gamma mainly). Therefore, the option “becomes the underlying” deep in the money and will move accordingly. Remember that the Greeks are not static, they can and will move (not to mention the second order Greeks that will also affect your deltas).

We are missing information to make this very accurate, but to answer your question, theoretically the dollar profit/loss should be higher on your hypothetical 200 strike since the percentage gains/losses on a more expensive option will be amplified.

In practice playing these deep ITM’s have their own set of downsides though, liquidity can become an issue and that may affect your bottom line. Further, you can often get more leverage on your money with multiple lots of less ITM’s compared to a single deeper ITM of same dollar value. There are so many variables with options it makes hypotheticals hard to answer.