Near options calls more expensive than longer dated ones for the same strike price?

I'm a heavy bag holder of telus options stock. I was wondering why my call options for this upcoming july are worth more than the one set in august for the same 12$ strike price? Is it only because they are illiquid and the bid-asking price higher? Or do they have more value per se? Can't you just exercise longer ones in the advent that it becomes ITM, which makes the longer ones more valuable?