The Arsenal forward has been linked with a move to the Italian champions recently.
“Of course you have to evaluate which teams show an interest in you,” he told Bild Sport.
“Teams come to see my performances in London. But I feel at ease at Arsenal and in this city.”
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.