Zuniga joined Siena in July 2008 from Atletico Nacional and has impressed at the club this season.
The 23-year-old has been linked with several clubs including AC Milan, Palermo, Fiorentina, Sevilla and West Ham.
“It’s nice to see my name linked to such great clubs in Italy and abroad,” Zuniga told Itasportpress.
“Every player who represents a smaller side would like to play for an important club.
“At the moment I am happy in Siena, but at the end of the season I will talk about a move.
“For me Milan or Fiorentina makes no difference – they are both great clubs.”