If you have a camera, headphones, and a desk lamp, then set it up and take the shot! Then study how the lighting affects the headphone cable. It's better to work from real life than to try and make it work, particularly if you don't already have experience doing so.
As Johannes said in his comment, the wire needs a shadow.
Depending on where the light source is and how strong it is, you might also benefit a gradient that maybe makes the left side a bit darker than the right. Finally, if you do something like that, then the table could use some gradation as well.
Your current shadow is pretty good, slight pixelation aside. It might benefit you to have some ever-so-slight shadowing where the cord hits the table as well. Even if something's flat on the table, it's probably doing some kind of casting.