Understanding Delta of Call Options

A company has issued a European call option on its stock, which is currently trading at $50. The strike price of the option is $55, and it has 3 months until expiration. The underlying stock's volatility is estimated to be 25% per annum, and the risk-free interest rate is 3% per annum. If all factors remain constant, the delta of the call option is expected to change as the price of the underlying stock alters. Delta is a measure of how much the price of an option changes when the price of the underlying stock changes.

Which of the following statements about the delta of a call option is true?