The Portugal fullback will depart as he comes off contract at the end of next month.
He stated on social media: "What a team and what a club! When I say team, I mean exactly this: quality in every player, professionalism, fantastic human beings. So I say thank you to everyone.
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"When I say club I mean everyone in the departments, all the staff who continuously give everything on and off the pitch to make the fight at the highest level possible.
"But when I say club it also means its heart, that is, you fans who have made this journey so unforgettable."