Understanding Delta in European Call Options

In the context of options trading, the 'Greeks' are vital tools that traders use to measure the risks associated with various options positions. One important Greek is Delta, which measures the sensitivity of an option's price to changes in the price of the underlying asset.

Consider a European call option with a Delta of 0.6. This means that if the price of the underlying asset increases by $1, the price of the call option is expected to increase by $0.60. Understanding how Delta behaves can aid traders in making better decisions regarding their option positions.

Which of the following statements accurately describes the behavior of Delta for European call options?