The 24-year-old has impressed since joining Brondby in August 2007.
“Brondby is number one right now and it is the title that matters,” he told Sportbladet.
“Then I have the ambition to move on to a better league. I want to see on how high level I can play.
“Should I choose myself, I would like to play in the Premier League.”
Holmen has been linked with Celtic in the past.