Ceballos has spent this season on-loan from Real, with the deal not carrying a permanent option.
He told El Transistor: "I haven't spoken to (Zinedine) Zidane, he is now focused on his players. When my loan contract ends, I will be a Real Madrid player again. My goal is to succeed one day there.
“I had to be away for a long time due to injury but I worked hard to turn the situation around. I have had a very good relationship with (Mikel) Arteta since he arrived, he has given me confidence and now I am focused on finishing the season in the best possible way and achieving our goals."