Last month Aubameyang, the Bundesliga's top scorer this season with 16 goals in 16 games, told sports daily Fussball Bild he could leave Dortmund in June, but insisted he would never join German rivals Bayern Munich.
The Gabon hot-shot has repeatedly said he wants to eventually join Real Madrid to fulfil a promise he made to his grandfather shortly before he died.
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Aubameyang has a Dortmund contract until 2020, but the 27-year-old is pondering joining a new club in June "to reach the next level".
"A transfer? That is the question I am asking myself at the moment and I have no answer," Aubameyang told French radio station RMC. "I am thinking intensively about a transfer in the coming summer. But I always ask myself the question: if I want to reach the next level, do I have to go? Is it worth it or not?
"Everyone tells me about England, but that is not the league which excites me the most. I prefer the Spanish league. Real Madrid has been a big deal lately, but there is not only Real there."
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Having been born in Laval, France, and joined Dortmund from Saint-Etienne, Aubameyang said returning to the French league would not be his "first option" and is also "unimaginable".
Dortmund boss Hans-Joachim Watzke told magazine Sport Bild that they expect to eventually lose Aubameyang.
"It would be best if he would play here for a few more years," said Watzke. "There is no evidence that he is planning a farewell."
Meanwhile, Premier League side Arsenal are reportedly willing to pay €60 million for Dortmund's Germany winger Marco Reus, according to Bild.
The 27-year-old has a Dortmund contract until 2019, but a move to London could see him earn up to 13 million euros, while he currently pockets nine million, claims the German daily.
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