It is thought Sao Paulo are ready to offer Moura a new improved deal in a bid to keep him at the club and Baptista insists the youngster wants to stay.
He told Band: "During the transfer window there is a lot of speculation. Unfortunately until August 31st we'll have to deal with this.
"We know many European clubs want Lucas but we work with two facts. The first is that Sao Paulo don't think this is the moment to lose Lucas. We need him to win the titles our fans want.
"Secondly, Lucas himself does not think this is the moment to leave Brazil."
Asked if the club have set a price for the youngster, Baptista added: "We negotiate when the player effectively asks us to do so. Then we set a value below the buyout fee.
"Whenever a club comes to us (for Lucas), we ask them to pay the buyout fee that is €70million."