The Gabon international, 26, has enjoyed the best season of his career to date and has already scored 20 Bundesliga goals this term.
His prolific form has seen him linked with a host of Europe's biggest clubs, but he says the Santiago Bernabeu would be his preferred destination.
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"In 2014, before he died, I promised my grandfather who was from Avila, 110 kilometers from Madrid, that I would play there. It will be complicated, but it sits in a corner of my head.
"When I was a kid, I watched Hugo Sanchez videos. The backflip I sometimes do when I score is actually an homage to him.
"Real Madrid, or another great Spanish club, would also be a great gift to my mother."