Vallejo spent last season on-loan with Granada and coach Carlo Ancelotti has insisted he is staying this season.
He said, "I would especially highlight moments of the game in which we were good, others in which it was noticeable that they had more rhythm of play, this was their third game and for us the first. But these games are for this, to give minutes to everyone and value the team's work.
"I got along well with Rüdi, back there. Reuniting with my teammates, it is a pleasure to play with all of them, they have tremendous football and human quality, it is good to reintegrate into a squad like this.
"Of course, of course (I am excited), I'm here to work hard, happy to meet again with these great players. It is a privilege, I have to enjoy it, take advantage of it, give my all to be able to continue here, with these people.
“I missed many things, the preparation, everything behind it, all the staff, it is a tremendous infrastructure to enjoy this sport and you have to take advantage of it. We are privileged. My goal is to be one more, to help, to lend a hand. I have always felt very good here.
"The coach always gives me tremendous confidence. In every game, in every training session. I am lucky to know him a lot, from the first day he gave me peace of mind and confidence, I know his working method and I think I can fit in well. The objective is to be available for as many games as possible to lend a hand, to give some competition to these great centre-backs that we have. There will be moments for everyone, the season is long."