The Brazilian attacker looks set to leave Ukraine in the coming weeks, with the political issues in the region a worry for him.
Reports suggest he refused to return to the nation earlier this summer, which has led to links with a host of clubs, including Arsenal.
The Gunners are rumoured to be strongly interested in the silky South American, who was expected to join one of Europe’s top clubs before opting for Shakhtar in 2010.
A cut-price swoop, or even a loan deal, given the 23-year-old’s situation was believed to be their plan, but now it’s understood that his club want big money.
£40m is their asking price, with head coach Marcea Lucescu having recently claimed that his uncapped star is better than World Cup top scorer James Rodriguez.
With Alexis Sanchez having arrived for big money, Arsene Wenger may opt against a deal for Costa, but Manchester United are also in the mix.