The 28-year-old winger has been linked with a move to Wolves as a replacement for Matt Jarvis.
The England international has been strongly linked with a move to West Ham.
When asked a move to Wolves, Bolanos told tipsbladet.dk: “That is how football works and of course I have ambitions.
“Right now I am playing for Copenhagen so I try to focus on my work here, as that is my top priority.
“But you never know in football when the right offer comes in.
“I have two years left on my contract here but I do have ambitions.”
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