The Spain international is considered one of the brightest young talents in European football after his breakthrough season at Real Madrid last season.
Despite competing with the likes of Karim Benzema, Gareth Bale and Cristiano Ronaldo for a place in the starting line-up, Asensio has already been earmarked by Zinedine Zidane as the future of Real.
He has started the new campaign in excellent form, including two goals against Barcelona in the Spanish Super Cup.
And his performances reportedly attracted the interested of big-spenders Paris Saint-Germain towards the end of the transfer window.
But the 21-year-old insists he has no reason to leave the Bernabeu.
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“I don’t know how much I’m worth… I guess what my [release] clause says,” Asensio told COPE.
“If I would go to PSG? No, not really, because I’m very happy here.”
Asensio also recalled how he came close to signing for Barcelona prior to joining Real, only for the Catalan club to pull out of the deal – but he has no regrets.
“I started with the first team of Mallorca and Barca appeared,” Asensio said.
“The end is the destination, not Barca, and I was delighted to be at Real Madrid and to defend this shirt.
“When Horacio called me and told me Real Madrid were interested, I said I just wanted to play there.”