The 24-year-old has long been linked with a move away from Hamburg.
Elia said on Dutch talk show Barend & Barend: “I did not play my last game for the club on Saturday.
“I still have a contract, and I am not concerned about other things.”
Elia joined Hamburg from Dutch side Twente in 2009.
He added: “It has been uneasy around the club. I have seen four coaches in two years, I did not expect this. I went to HSV with the idea of playing in the Champions League with a good club with a big budget and with Martin Jol as coach.”