The former Rangers ace wants to leave Schalke due to his lack of opportunities for first-team football at the club.
He told the Daily Record: “I can say for sure I’ll be leaving Schalke in January.
“I can’t waste my time here any more, I must think of my family and my career with the Denmark team.
“To be honest, I don’t see why Schalke should choose to keep me here if they don’t play me.”