The Ivorian defender, 19, is still yet to make his debut for the Danish club while on loan in the Portuguese second tier with CD Mafra.
Yet a price tag of around £7million is said to have been placed on Diomande, who is also attracting the attention of Sporting CP.
Speaking to Tipsbladet, Graversen admitted his surprise at the speed and finances involved in the deals for young players in the current transfer market.
He said: “It is no secret that there is huge interest in him. Then we have to see if there is something that can match what we want.
“We could see that he was really talented. What is perhaps surprising is the price of these players – especially the young ones. It only goes one way.
“It’s just a market that keeps on developing all the time, and it is only getting faster.”
