Gabbiadini joined the Azzurri from Sampdoria for €12.5 million two years ago and is expected to be sold on for almost twice that.
Carlo Ancelotti has spoken exclusively to ESPN FC, while Cristiano Ronaldo, Lionel Messi and Antoine Griezmann are hoping to be crowned The Best.
"Why I want to stay in Bundesliga? Because I feel content and I am happy," Hernandez said.
Cologne sporting director Jorg Schmadtke has insisted the club have not made an approach to re-sign Kevin Wimmer from Tottenham Hotspur.
Paul-Georges Ntep wants to emulate Bundesliga stars Franck Ribery and Pierre-Emerick Aubameyang after completing his move from Rennes to Wolfsburg.
Speaking at the club's winter training camp, sporting director Ralf Rangnick told reporters: "We are not even thinking about letting him go."