ESPN says Pereira will try to force a move elsewhere even if Lazio do not agree to a permanent deal.
Pereira has made 75 appearances for Man Utd since breaking into the first team during the 2014-15 campaign.
And despite playing 40 times for the Red Devils last season, he was still farmed out on loan to Lazio in the summer.
He has played 23 times for Lazio this season, netting just the one goal.
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