The Portuguese winger saw his loan move at Molineux turned into a permanent one for a fee in the region of £13million from Benfica in the January transfer window after impressing during the first half of the season as he netted six goals and weighed in with five assists before the turn of the year.
Such form has seen the 23-year-old linked with an exit in the summer and Lambert has conceded that there is a possibility that the club’s star man could leave if they receive an offer that is too good to refuse.
“He’s a big player. If people come in for him we will have to deal with it,” the Scot said, as reported by the Birmingham Mail.
“Money talks and anyone who tells you different is lying.”
Costa has shone for Wolves this season, netting eight times, making more key passes (45) and assists (8) than any player in the squad.
He was instrumental in shock FA Cup fourth round victory over Liverpool in January when registering two assists at Anfield.
It seems that his performance against the Premier League side has prompted interest from Arsenal as they are favourites with Ladbrokes to sign the winger, who has completed 61% of take-ons in the Championship this season, as the club look to revamp their squad in the summer.
Richard Marsh from Ladbrokes News said:
Arsenal are in at the 2/1 favourites with the bookmakers while Chelsea is just behind at 3/1. Manchester United, Tottenham and Monaco are slightly further behind with the duo available with odds of 6/1.
Two other Premier League sides are also in the running, according to the bookmakers, with Manchester City at 10/1. 14/1 meanwhile is available for Liverpool.