Lucio is considering his future at Inter Milan.
The defender has been in new contract talks with Inter officials.
"Lucio needs time to enjoy his summer holiday and prepare for the Copa America," revealed agent Sandro Becker.
"Everyone knows he received a proposal from Malaga, but his strong desire is to play in a top European competition.
"Lucio is a top player and there are big clubs interested in him. I am taking care of everything and will sit down so together we can consider the offers from big clubs, but only after the Copa America."