Recall that Vega is often approximated as $$ \nu = S n(d_1) \tau $$ where $S$ is the spot price, $n(...)$ is the normal distribution function, \tau is the time to expiry and $$ d_1 = \frac{\log(\frac{S}{K}) + \left(r + \frac{1}{2} \sigma^2\right) \tau}{\sigma \sqrt{\tau}} $$ is a function from the Black-Scholes model.
So, if the underlying doubles in price then Vega also doubles. So, the vega for the European call option on the underlying with £200 spot has higher Vega.