The midfielder has been on-loan from AC Milan since Janaury.
Romero said, "I'm only thinking about the next game, that's my goal. After all, it's true that I was very comfortable here, but I'm a Milan player and I have to go back there.
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"They would have to agree, it's not just my thing."
He added: "The best memory was against Atltico because of the two goals I scored. I always try to give my best when I enter the field and then it is true that we have the last goal left, the first victory at home and keep adding points."