The short answer is that you can sell your call any time you want between now and expiration (I should probably stop here :->)
Understanding what the call's price will be across time and price involves understanding the gamma and the delta of an option. Since that's higher up the food chain let's try a numerical example instead of a technical explanation.
The delta of an option is how much the option will change per point of change in the stock XYZ and for a call, it will increase as share price increases. Delta is non linear. The more the stock rises, the more that delta increases. Delta is also a loose approximation of the probability of the option being ITM at expiration. The delta of the call in your example is about 2 which means that the call will appreciate 2 cents for the first dollar XYZ rises (if it happens immediately) and has about a 2 percent chance of being at $120 at expiration. Not very good odds.
Let's consider three scenarios.
(1) XYZ rises $10 immediately after you buy the call. For the first $1 of rise, your call will increase by 2 cents. For each additional dollar that XYZ rises, the call will increase by 2-1/2 cents, then 3, 4, 5, 6-1/2, 8, 9-1/2, 12, 14-1/2 cents. After a $10 move in the stock, your call might have risen a total of 67 cents (these are theoretical values).
(2) XYZ moves up $10 but it occurs 10 days from now. The initial delta will be about 1 and will increase 1,1, 1, 1-1/2, 2, 2-1/2, 3, 4, 5, and then 6-1/2 cents. Now, you only made 26 cents on a $10 rise.
(3) XYZ rises $10 but it doesn't occur until the day before expiration (20 days from now). Delta is zero and it will still be zero with XYZ at $110. The call's price will likely be zero.
While a call purchase like this isn't as bad as a lottery ticket, in the world of options, it's the same thing.
Here's an image of a graph of delta from an image search.