Is it possible that when I'm receiving a call and I'm late picking up receiver and it goes to voicemail, that I can intercept the call?
Once the call has forwarded to Voicemail it cannot be retreived unless you are using Unity 5.0 which has this nice feature called Message Monitor;
About Message Monitor
The Message Monitor feature allows you to listen to a message as the caller records it and provides options for managing the call.
When a caller is forwarded to your voice mail, Message Monitor plays a tone and opens a window on your Cisco Unified IP Phone display. You use soft keys to listen to the message and to manage the call.
You can use Message Monitor in the following ways:
Listen to the message as the caller records it.
While you are on another call, listen to the message as the caller records it.
***Connect to the caller who is recording the message.
Give the caller the option of recording the message or connecting to you.
From this good doc;
The only thing you can do other than this is perhaps up the Forward No Answer timer to allow a longer time to answer the call before it goes to Voicemail.
Hope this helps!