Lunin has spent the campaign on-loan with Leganes, though has seen little action.
However, with Ivan Cuellar likely to leave Leganes this summer, Pellegrino believes Lunin could step in as next season's No1.
"The issue of Lunin does not depend on us, he does not belong to us. The club is is already working on it and let's see, let's wait," said the coach.
"We believe that there is an option to return. The boy has told us he is very excited to return to this club. He is very happy, we are going to wait, I hope he can continue."
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