The 27-year-old has been in devastating form for the Bundesliga giants this season, netting 23 league goals.
Liverpool have been heavily linked with a move, as Jurgen Klopp is keen to reunite with the Gabon international, who he signed when in charge of Dortmund.
Aubameyang hasn't hidden his desire to join Real Madrid, claiming he would be fulfilling his grandfather's wishes by doing so.
Pierre-Emerick Aubameyang is in demand
Hans-Joachim Watzke will only listen to an 'outrageous' offer for Pierre-Emerick Aubameyang
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Tue, March 21, 2017
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He will only leave Dortmund for an outrageous transfer fee if he does move
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He is valued at £40million, but Dortmund chief executive Hans-Joachim Watzke isn't overly concerned Aubameyang will leave at the end of the season.
"As of yet, I have no information that suggests Auba will leave Dortmund," Watzke said.
"If we were to reach that point, we will sit down and listen to each other, we have a lot of respect for Auba and he deserves that.
"But there are not an awful lot of clubs that would be a step forward for him in my opinion. Either way, he will only leave Dortmund for an outrageous transfer fee if he does move.