I would like to calibrate my model to the current call option prices (with 17 different maturity times) but I don't know how to choose a risk-free rate in this case.
To do this, you need to find some securities that depend only on the risk-free rate, and calibrate your risk-free rate curve to them, and then use that rate to price your options. In this way, your model will exactly reprice at lease two types of security.
There are many choices, but the easiest is government bonds in the currency of interest to you. You need to create a Zero Curve using 'govvies', and that gives you the risk-free rate. That is roughly explained here, and if you have some prices of bonds then packages like QuantLib can do the computations for you.
Note that other choices exist - you could bootstrap your Zero Curve from swaps, for example - and in fact, practitioners typically take a blended approach where cash instruments are used for short-dated parts of the curve and swaps for longer dated tenors