With regards to your comments on the option price move.
With regards to the option delta, it is roughly 0.5 when the share price is at the exercise price.
As the exercise price is 5 cents (roughly the share price), then you would expect the option price to move by about half of the share price move.
Current price move seems to be roughly in line with this (allowing for liquidity and buy/sell spread).
When the options are very deep in the money, then the delta tends to be very close to 1, as the time value becomes negligible, and it is dominated by the intrinsic value.
AEX Price at posting:
0.0¢ Sentiment: None Disclosure: Held
