"Palermo are certainly a strong option," said agent Riccardo Calleri. "It is a club we absolutely would like to join and if an official proposal came then my client would definitely consider it.
"In the next few weeks I will meet with the Siena directors to plan the future. Zuniga wants to play in Europe and is excited to be joining a team that competes at that level.
"In any case, even if Palermo do not qualify for the Europa League, they remain a very important side."
The reports suggest that the Rosanero have offered midfielder Roberto Guana as part-exchange for Zuniga, but Calleri is not confident that will go through.
"Siena want at least £6m and I don't think they intend to accept players as part of the deal," he told Stadionews.