Celta Vigo were open to selling the 24-year-old, according to the Birmingham Mail.
They had recruited the player from FC Midtjylland in 2016 for a fee believed to be €5 million but was not deemed to be in the plans of manager Fran Escriba having just avoided relegation last season.
Premier League outfit Aston Villa even had a £9million bid for the player accepted but the Danish international opted against the move.
Celtic expressed an interest in the player, alongside Tigres, Torino and Saint Etienne.
Neil Lennon was keen on recruiting a winger with a number of players linked with a move, including Bournemouth's Jordan Ibe.
They ultimately signed Mohamed Elyounoussi on a season-long loan from Southampton.