Is someone listening in on my iPhone calls?

You’re probably using an undocumented carrier code (*#62#) to check carrier settings around call forwarding.

The usual path to that is Settings > Phone > Call Forwarding

It’s call forwarding, and is either enabled or not.

For detailed information on this and other carrier codes, on call forwarding, on the relative call security of your cellular connections, and related details, check with your carrier.

Are your calls being monitored? Probably not. But without knowing far more about your situation than would be appropriate and reasonable to post here, no one can answer your question with any certainty.

Thanks for posting in the Apple Support Communities Anxious5,

You can disable call forwarding, by tapping Settings > Phone > Call Forwarding, and toggling the option off.

The following page provides additional information: Set up call forwarding and call waiting on iPhone.

If you need further assistance, providing additional information and context can increase the chances that you'll get a specifically relevant and helpful response from the community.

Cheers!

It might help if you explain where your are seeing the wording you posted.