BILD says the Paraguay international is a target for several Bundesliga rivals and a Premier League club.
Stoke are understood to be the English club involved with FCI likely to sell Lezcano should they be relegated. The striker is rated at €3 million.
"A change is not an issue at the moment. But every player wants to get better and reach the maximum, because football is played only for 10, 15 years," said Lezcano.
"You have to go step by step. I hope to get involved with a big team at some point."