The Blues are likely to lose the Danish stopper in the summer, when his present deal expires.
Even though no agreement exists between the two parties, Christensen gave fans hope during a recent interview.
He said: "Things can still be done. Being part of a winning team is all that I want to be as a football player.
"It's hard because all the talks between the club and my guys, I try to keep it away because I want to focus and it's not changed for me.
"I go on the pitch every day not really thinking about it. I leave that to the club and my guys, and I can focus on playing football.
"I just focus on winning, really. It's a difficult situation."