The Uruguay international has been linked with the likes of Manchester City, Liverpool, Inter Milan and Juventus.
The 21-year-old was a key player for Bologna last season.
“To take him, one must begin [the bidding] at €20 million,” Zanzi told Radio Kiss Kiss.
“At the moment there are two open negotiations for the player that, however, did not satisfy our expectations, neither ours nor his.
“Let’s say that in Italy, however, there is one club that has taken concrete moves to get to the player.
“If offers arrive that we deem valid then we will certainly consider them. If not, Gaston will remain with us.
“Our expectations are high because we believe that those who take Ramirez can easily absorb an investment that initially seems onerous. We have come up with a figure and for now nobody has matched it.”
