How could I display the selected category name of a dropdown list

I have a dropdown category lists from taxonomy, how could I display the selected category name inside the dropbox when it’s selected/ active?

here is dropdown category code bellow:

<select id="categ" name="categ">
   <div class="options">
      <option value="<?php echo home_url('/newsletter'); ?>" selected>一覧</option>                                   
   <?php
      $args = array(
      'orderby' => 'slug',
      'order' => 'ASC',
      'parent' => 0,
      'hide_empty' => false
      );
    $terms = get_terms([
       'taxonomy' => 'pdf_cat',
       'hide_empty' => false,
      ]);
    foreach( $terms as $term ){
      echo '<option class="ctg" value="'. get_term_link($term->term_id) .' ">' . $term->name . '</option>';   
       }
     ?>   
    </div>   
</select>

JS code when URL fired:

<script type="text/javascript">
  $("#categ").change(function(){
    var url = $(this).val();
    location.assign(url);
    });
</script>