Henderson has been linked with the likes of Manchester United, Chelsea and Manchester City in recent weeks.
The 20-year-old has been a hit for the Black Cats this season and the club are keen to keep the youngster at the club.
The Mirror reports that Henderson is in no rush to leave the Black Cats, but the club could be tempted to cash in on the youngster should they recieve a good enough bid in January.
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Chelsea have struggled to build momentum in the opening stages of the campaign and are currently looking over their shoulders at the relegation zone.
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