Which of the following statements regarding the Black$-$Scholes option pricing model is least accurate?

Select one

A$.$ An increase in the price of the underlying stock increases the value of the option.

B$.$ An increase in the exercise price of a call decreases the value of the option.

C$.$ A decrease in the remaining time to expiration of the optron decreases the value of the option.

$$ D$.$ An increase in the volatility of the underlying stock decreases the value of the option.