The Dane told Bold: "It's wild. It probably hasn't completely sunk in for me. It may be that it will come, but I don't think so much about the dream as I am in 'the zone'.
"The season goes by so quickly, and there is match after match. So I just try to enjoy it.
"When the game and the ball are down at the other end, I can find myself stopping and looking around the stadium and thinking: 'Wow, it's the Premier League'.
"Yes, it has happened a few times. At least four or five times I've done it there!
"Manchester City's home ground, the Etihad, is a huge stadium. So it's probably the Etihad where I've thought, 'Wow, it's the Premier League. It's great'.
"But it can happen in almost every game that I think that. I play against different teams and opponents that you see on TV.
"I have to enjoy it too. I am grateful to play in the Premier League. I want to play here throughout my career."
He added, "It has always been a dream to play in the Premier League, and it's great to play here now, but it's also not easy when you don't get the chance or the opportunity to show what you can do on the pitch.
"We don't have the ball that much, so it has been difficult for me to show what I can do going forward on the pitch."