ragione

 call option 价格降低的原因是underlying asset(bond) 的价格降低了, market interest rate 和 risk free rate 不是同一个概念

严格证明看看black scholes formula就可以了

或者用call put parity

c = p+s-PV(k)

underlying asset price s decreases, this change is the main part of the variation, so call price on this bond decreases