The Colombia winger is being linked with PSG and Barcelona.
But Diaz says: "The truth is that I am very happy to be here. Great years are coming for the club, I have no doubt about that.
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"I will always try to do my best, always try to give 100 per cent, to always stand out on the field, which is what I came (here) to do. I'm always grateful to God for every opportunity.
"It's no secret, we didn't finish as well as we hoped. For us, it was crucial to win the league and all the competitions we were in.
"Unfortunately, the results lately could not be achieved. We fell (behind) as a team, but we made a decent season, both individually and as a group.
"There are many things to improve so we can have a perfect season, but I'm happy and content to be here."